I followed this question at CrossValidated, which was subsequently migrated to Math.SE.
I am now seeing the CV question in my "Following" tab on my profile, with an "unfollow" link.
If I click that link, a popup informs me that "This post has been locked; locked posts can't be voted on."
Looks like a bug to me. Please allow me to unfollow migrated questions.
How do I unfollow a deleted question? is related. (I also followed a deleted question, but for that, clicking "unfollow" worked.)
This post has been locked; locked posts can't be voted on has been proposed as a duplicate. It isn't: it states that "I can only unfollow it by going through the profile." I can not unfollow a migrated question in my profile.
Cannot unfollow locked post from Following tab describes the exact behavior I am having, just for deleted-as-spam questions instead of migrated ones. It may be that both questions can be addressed through the same underlying fix.