I don't see this as being advantageous in the majority of scenarios that will turn up. It's mostly because the relationship between different sites is a lot more complex than the binary yes/no from the presence or absence of a particular tag.
In an ideal scenario, the availability of a tag on a site indicates that the topic of questions is acceptable to that site. For example, there's an Ubuntu tag on Super User because you can ask about Ubuntu on Super User. It's not as if Ubuntu experts only hang out in AskUbuntu. This kind of cross-applicability of scope between two or more sites is where the majority of these kinds of tags will show up. One could ask on a specialized site, but if they don't want to it'll just be pestersome to have to deal with this suggestion every time.
There's also the point that a question that gets a particular tag on one site might be inappropriate for the specialized site. badp brings up the Android tag, which is an excellent example of this. Android development is off-topic for the Android Enthusiasts. More likely than not, someone using the Android tag on Stack Overflow will be asking a question that does not belong on Android Enthusiasts.
This leaves the scenario where the question doesn't belong on the current site, but does belong on a different site. In the majority of these scenarios, the tag shouldn't even exist at all to use, and that's why migration paths don't exist in the majority of cases. For example, one won't expect to find Physics questions on Server Fault, so having a Physics tag to redirect isn't very useful.
To top it all off, for all 3 scenarios I point out, the scope of the tag isn't necessary congruent with the scope of the site. Take the Apple tag on Super User. It can be asking about Apple software and hardware, which are on-topic. But it could be asking about Apple devices like the iPad, which are off-topic.
I don't oppose the less-obnoxious methods that badp suggests. But as far as where a question belongs, existing tags are not always the best indicator of this.