No they are not deleted automatically, but they should be.
This answer makes the following claims (which I will refute one by one):
The lock is preventing you from reopening the question on the target site, since it's already become a candidate for reopening on the source site as a result of the migration rejection. Leaving the potential for it to be open in both places would be a Bad Thing™.
I don't disagree with the fact that having it open on both sites would be bad, but locking also prevents all other actions: delete voting, down voting, and Community will not touch it either.
As you noted, this also prevents you from editing the rejected question on the target site. If the question had lasting value on the target site this might be an issue, but the fact that the target site rejected the migration suggests otherwise and makes this acceptable.
The fact that it prevents deletion is more of an issue. The target site rejected the migration, so why would they want to keep a locked copy around til someone flags a mod? This additionally means that the community is unable to make the decision to moderate itself, forcing a moderator (who should have more important things to do) to intervene.
If the question did (potentially) have lasting value on the target site, but needed to be closed first anyway, the problem is in the fact that the close reason caused the migration to be rejected. Provided people are adhering to the philosophy of "Don't migrate crap" though, this should usually not occur.
Well, this seems wrong (if the question really just needed closed until someone got around to fixing it) or just impractical. Tell me, have we found a way to prevent people from migrating crap yet?
Now, the fact that you can't vote to delete rejected migrated questions is a bit inconvenient. However, the system seems to have automatically deleted your example at the end of the week it was rejected anyway, so I'm not sure that there's too much cause for concern there.
This is wrong. See here. And here. Or here if you want a question that would have been deleted (automatically) if not for the migration lock, just as it was on the original site.
I have improved the Google Search to find things rejected on other sites on the network.
I also have created a list of links to all network sites (but not metas) to find all questions that have been migrated. While it finds some new stubs that haven't been deleted yet, everything older than a certain date will be a result for a locked rejected migration. I have used a Stack Snippet to save space:
<ul>
<li><a href="http://3dprinting.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">3dprinting.stackexchange.com</a></li>
<li><a href="http://academia.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">academia.stackexchange.com</a></li>
<li><a href="http://ham.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">ham.stackexchange.com</a></li>
<li><a href="http://android.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">android.stackexchange.com</a></li>
<li><a href="http://anime.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">anime.stackexchange.com</a></li>
<li><a href="http://arduino.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">arduino.stackexchange.com</a></li>
<li><a href="http://gaming.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">gaming.stackexchange.com</a></li>
<li><a href="http://crafts.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">crafts.stackexchange.com</a></li>
<li><a href="http://patents.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">patents.stackexchange.com</a></li>
<li><a href="http://askubuntu.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">askubuntu.com</a></li>
<li><a href="http://astronomy.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">astronomy.stackexchange.com</a></li>
<li><a href="http://aviation.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">aviation.stackexchange.com</a></li>
<li><a href="http://alcohol.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">alcohol.stackexchange.com</a></li>
<li><a href="http://hermeneutics.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">hermeneutics.stackexchange.com</a></li>
<li><a href="http://bicycles.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">bicycles.stackexchange.com</a></li>
<li><a href="http://biology.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">biology.stackexchange.com</a></li>
<li><a href="http://bitcoin.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">bitcoin.stackexchange.com</a></li>
<li><a href="http://blender.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">blender.stackexchange.com</a></li>
<li><a href="http://boardgames.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">boardgames.stackexchange.com</a></li>
<li><a href="http://buddhism.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">buddhism.stackexchange.com</a></li>
<li><a href="http://chemistry.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">chemistry.stackexchange.com</a></li>
<li><a href="http://chess.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">chess.stackexchange.com</a></li>
<li><a href="http://chinese.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">chinese.stackexchange.com</a></li>
<li><a href="http://christianity.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">christianity.stackexchange.com</a></li>
<li><a href="http://civicrm.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">civicrm.stackexchange.com</a></li>
<li><a href="http://codereview.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">codereview.stackexchange.com</a></li>
<li><a href="http://coffee.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">coffee.stackexchange.com</a></li>
<li><a href="http://cogsci.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">cogsci.stackexchange.com</a></li>
<li><a href="http://communitybuilding.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">communitybuilding.stackexchange.com</a></li>
<li><a href="http://scicomp.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">scicomp.stackexchange.com</a></li>
<li><a href="http://computergraphics.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">computergraphics.stackexchange.com</a></li>
<li><a href="http://cs.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">cs.stackexchange.com</a></li>
<li><a href="http://craftcms.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">craftcms.stackexchange.com</a></li>
<li><a href="http://stats.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">stats.stackexchange.com</a></li>
<li><a href="http://crypto.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">crypto.stackexchange.com</a></li>
<li><a href="http://datascience.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">datascience.stackexchange.com</a></li>
<li><a href="http://dba.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">dba.stackexchange.com</a></li>
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<li><a href="http://earthscience.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">earthscience.stackexchange.com</a></li>
<li><a href="http://ebooks.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">ebooks.stackexchange.com</a></li>
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<li><a href="http://electronics.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">electronics.stackexchange.com</a></li>
<li><a href="http://elementaryos.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">elementaryos.stackexchange.com</a></li>
<li><a href="http://emacs.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">emacs.stackexchange.com</a></li>
<li><a href="http://engineering.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">engineering.stackexchange.com</a></li>
<li><a href="http://english.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">english.stackexchange.com</a></li>
<li><a href="http://ell.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">ell.stackexchange.com</a></li>
<li><a href="http://ethereum.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">ethereum.stackexchange.com</a></li>
<li><a href="http://expatriates.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">expatriates.stackexchange.com</a></li>
<li><a href="http://expressionengine.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">expressionengine.stackexchange.com</a></li>
<li><a href="http://freelancing.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">freelancing.stackexchange.com</a></li>
<li><a href="http://french.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">french.stackexchange.com</a></li>
<li><a href="http://gamedev.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">gamedev.stackexchange.com</a></li>
<li><a href="http://gardening.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">gardening.stackexchange.com</a></li>
<li><a href="http://genealogy.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">genealogy.stackexchange.com</a></li>
<li><a href="http://gis.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">gis.stackexchange.com</a></li>
<li><a href="http://german.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">german.stackexchange.com</a></li>
<li><a href="http://graphicdesign.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">graphicdesign.stackexchange.com</a></li>
<li><a href="http://hardwarerecs.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">hardwarerecs.stackexchange.com</a></li>
<li><a href="http://health.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">health.stackexchange.com</a></li>
<li><a href="http://hinduism.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">hinduism.stackexchange.com</a></li>
<li><a href="http://hsm.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">hsm.stackexchange.com</a></li>
<li><a href="http://history.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">history.stackexchange.com</a></li>
<li><a href="http://diy.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">diy.stackexchange.com</a></li>
<li><a href="http://homebrew.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">homebrew.stackexchange.com</a></li>
<li><a href="http://security.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">security.stackexchange.com</a></li>
<li><a href="http://islam.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">islam.stackexchange.com</a></li>
<li><a href="http://italian.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">italian.stackexchange.com</a></li>
<li><a href="http://japanese.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">japanese.stackexchange.com</a></li>
<li><a href="http://joomla.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">joomla.stackexchange.com</a></li>
<li><a href="http://languagelearning.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">languagelearning.stackexchange.com</a></li>
<li><a href="http://latin.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">latin.stackexchange.com</a></li>
<li><a href="http://law.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">law.stackexchange.com</a></li>
<li><a href="http://bricks.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">bricks.stackexchange.com</a></li>
<li><a href="http://lifehacks.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">lifehacks.stackexchange.com</a></li>
<li><a href="http://linguistics.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">linguistics.stackexchange.com</a></li>
<li><a href="https://magento.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">magento.stackexchange.com</a></li>
<li><a href="http://martialarts.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">martialarts.stackexchange.com</a></li>
<li><a href="http://mathematica.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">mathematica.stackexchange.com</a></li>
<li><a href="http://matheducators.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">matheducators.stackexchange.com</a></li>
<li><a href="http://math.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">math.stackexchange.com</a></li>
<li><a href="http://mathoverflow.net/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">mathoverflow.net</a></li>
<li><a href="https://meta.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">meta.stackexchange.com</a></li>
<li><a href="http://judaism.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">judaism.stackexchange.com</a></li>
<li><a href="http://mechanics.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">mechanics.stackexchange.com</a></li>
<li><a href="http://movies.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">movies.stackexchange.com</a></li>
<li><a href="http://musicfans.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">musicfans.stackexchange.com</a></li>
<li><a href="http://music.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">music.stackexchange.com</a></li>
<li><a href="http://mythology.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">mythology.stackexchange.com</a></li>
<li><a href="http://networkengineering.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">networkengineering.stackexchange.com</a></li>
<li><a href="http://opendata.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">opendata.stackexchange.com</a></li>
<li><a href="http://opensource.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">opensource.stackexchange.com</a></li>
<li><a href="http://parenting.stackexchange.com/search?q=locked%3Ayes+closed%3Ayes+migrated%3Ayes">parenting.stackexchange.com</a></li>
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