There is a close reason allowing to close the question because it "pertains to specific site". Why is there no possibility to vote for migration to some other site (often per-site meta, especially MSO) from MSE?
The problem here would that the list would have to include every meta site in the network.
While it could be done, it would mean either:
a. Breaking the "no more than 5 sites in the list" rule - and quite substantially!
b. Showing a drop down/auto complete box for users to type into.
Option b. is possible - that element exists for moderators who can migrate anywhere, but I don't know how hard it would be to enable for all eligible users on single site.
The other drawback here is that at least three users would have to pick the same site for the migration to work. You might say that it's obvious but there's no guarantee that this will happen and the question would just get closed in place as now.
It's probably far simpler to close as now and then flag the question for a CM to migrate.