When a question is migrated, any comment that mentions the name of the target site is automatically deleted. This makes sense when the comment is “you should have posted on <site>”, but comments that also contain other useful information, such as suggestions of possible improvements in the question¹ or of possible places where to look for an answer also get deleted.
While comments are meant to be temporary, they are normally not deleted without human review. A comment on a recent question is likely not past its read-by date and should not be deleted without a good reason.
Comments like “post on <site>” when the question is now on <site> can be confusing, but deleting comments can also be confusing, even to seasoned users (examples: 1 2). It's easy enough to flag a comment that should be deleted², and very difficult to find a comment that got deleted by the migration (it's still visible but not under a public URL: you have to know where to look³ and to know that you should be looking there).
Please do not automatically delete comments upon migration unless they only say “you should have posted on <site>” and nothing else. The heuristic should default to keeping the comment. If there's no good heuristic, that's fine: just remove that feature altogether.
¹ Yes, a question can be both of good enough quality to migrate and yet not so perfect that it can't be improved.
² When I cast the last close vote on a question that gets migrated, I routinely visit it on the target site to at least retag it, and possibly flag now-obsolete comments such as “this belongs on <nickname for the target site>”.
?noredirect=1 to the original URL, i.e.