I would like to put forward the hypothesis that this is the way most of the users who post blatantly off-topic questions on meta find meta in the first place.
If this is true then hosting that link anywhere other than on meta would go a long way towards cutting the volume of "I got banned so I asked it here instead" questions that meta sees.
Proposal: the link question banned users see should be hosted on the site the ban relates to itself, not on meta. The text of that message could link to meta still, it's a layer of additional indirection.
Rationale: The people who post these questions clearly don't read the contents of the message, it seems like the thought process runs approximately as "I'm banned, but what a stroke of luck - another Q&A site, I'll just ask there, someone is bound to solve this for me". This would remove the "another Q&A site" aspect and make reading the text the only option.
It's hard to say for certain that this is indeed the cause, questions of this nature get deleted quickly and it's not possible to do more than guess if a user is indeed question banned. (I would give example of these questions, but I can't see them once they're deleted on meta and I think it's fairly obvious what the sort of questions I'm referring to are)
I think this hypothesis could be tested (by a developer) with something like change point analysis on the number of closed+deleted off-topic questions after making the change.
I can't quite believe I'm the first one to suggest this, but searching for this mostly just turns up thousands of duplicates of the "Help I'm banned" questions.