There are a few options.
As was pointed out by @Yannis in the comments, the most elegant way is to gain the association bonus - gain 200 points on a linked account, and you'll get 100 points on the account in question. Enough to participate in meta, in chat, and in comments.
If it was your own post that was migrated, you should be able to comment on it after joining the site in question, but I haven't tried this on a post that was migrated to a per-site meta.
If you can't, that is reason for a feature-request.
As an alternative to gaining the association bonus, you can try to gain rep on the site itself.
If you don't know enough about the subject of the site to post up-votable content, you could see if you can make edits.
Native speakers have an advantage here; it might be hard if you are not a native speaker of the site's language.
On the technical sites, you might find a few posts that you could improve for markdown, even if you're not fluent in the language that the site is in.
Either way, just try to make these edits as good as you can under the circumstances. A partial edit is better than no edit, but a bad edit is worse than a good edit.
You can also try to gain rep by asking a good question. This is usually easier than answering if you know little about the subject matter of a site. You will have to learn a bit about the subject matter of the site, however, to be able to ask a good question.
Posting comments as answers, just to gain rep, is a bad idea. They'll just get deleted again and the rep will be gone.
If you happen to know someone who is on the site, and has enough rep, you could enlist them and ask for their help. In practice, though, this "participate by proxy" is probably just going to be awkward.
And, of course, you can also decide to leave the conversation alone. If you're not a member of the site, this will be clear from your user icon there, so anyone paying attention will understand that you can't participate anymore.