I think that whenever a question is off-topic, moderators should first think if these questions belong to other sister-sites
They do. (And it's not just moderators who close questions, it's also regular members of the community who have earned enough reputation to have close vote privileges.)
But there are some rules we generally adhere to when deciding whether to migrate questions:
The question cannot be a very old question. In fact, the "vote to close" dialog won't even let you vote to migrate a question that is past a certain age.
The question must (aside from being off-topic on the site where it is originally asked) otherwise meet our cross-network quality standards. In other words, we never migrate crap.
And, people who are active on one site and have earned enough reputation to help moderate the site are not necessarily experts on another site's community. They may not even participate on that other site! So they certainly are not the best people to make the decision whether a question should be migrated there. The other sites do not like it when Stack Overflow dumps all its rejected questions off over on them.
So not all off topic questions get migrated. If you're unsure whether a question really belongs on another site, you are encouraged not to vote to migrate it.
It turns out that good, high quality questions rarely, if ever, get posted on the wrong site. Users who are conscientious enough to post good questions are also conscientious enough to read the help pages and figure out where their question will be welcomed.
Interesting trivia: the first close vote on the question you linked was cast by Sathya, who is one of the community moderators on Super User! Surely, if he had thought the question was a good fit for that site, he would have migrated it himself.