This is likely to become a real problem with Area51, as there will be lots more sites. It is a hard problem, as the answers will be different depending on the site the question is asked on.
E.g. the same (word for word) tax question on the UK money site, is a different question than if it was asked on the USA money site.
Likewise should the bidirectional linking of related questions work across sites? How do we even have a “belongs on..” close option when most users of a given site will not even know about the other 101 sites?
If a questions gets moved to a different site, how will the person that asked it track answers without having to visit a lot of other sites each day?