I'm not sure what other circumstances this message to pop up for, since it usually just automatically redirects, but I just left a question open in a tab for a while, came back to it, and saw this.
As you can likely read, it says:
This question belongs on our site for discussion, support, and feature requests for this site.
This looks like it was copied and pasted from the same message for Stack Overflow to MSO, but it doesn't make much sense when you're on MSE. Saying "this site" seems misleading when we're actually talking about "that site," especially when "that site" hasn't been mentioned at all, except to users who read the link.
I propose that we change the text of that message to (emphasis to show changes):
This question belongs on our site for discussion, support, and feature requests for Stack Overflow.
This is definitely not a big deal in any sense, particularly since, again, it very rarely displays. But I doubt it'd take much effort, and I'm pretty sure that would just confuse anyone who actually needed the message to know what it meant.
I see now that the "migrated from" text for SO actually reads something similar to this, so perhaps something like this would be more appropriate.
This question belongs on our site for discussion, support, and feature requests for our site for professional and enthusiast programmers.
It's a little more wordy, but it does follow the same format as some others, which is good.