I personally think it would be really cool if there was some little thing that ran that deleted all comments similar to
belongs on <site migrated to> when the question is migrated.
When they finally do get migrated, these comments just add noise..
There are too many variants for this to be feasible in a mechanically automated system. You'd have to watch for "you should ask this on X" or "this should be at X" or "SO is not the place for these, try X", and hundreds of variations. Way too many, and if you try to catch all of them it'll cause too much crossover with potentially legitimate posts. And if the scope is too small, you'll still end up with a lot of comments missed.
Just flag the question post-migration. Maybe even get the moderator to fix retags on the source site's corresponding post while they're around, if necessary.