It was migrated to SF from SO, and then closed on SF as Belongs on SU with at least 3 (maybe 4) votes to this regard. After being closed the "Migrated from SO" message is retained but there is no Closed or Migrated to SU message. It was migrated to SU (here it is).
This is a known issue. Jeff normally updates these in the database when reported.
Once a question is migrated to a site it cannot be migrated back or moved to another site correctly
This is a regular problem on SU at the moment since SO users seems to be under the impression SU is a garbage bin.