I've been exploring some of the Hot Network Questions and I noticed that it doesn't show on https://mathoverflow.net/
I suspect it's a bug
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It's not a bug. Mathoverflow is a bit different from other sites. One of the consequenses is that they don't have the hot network questions:
They prefer not having the hot questions list, and the design is adapted from an older design created while they were still an SE 1.0 site as far as I know.