Account creation should be intentional; there have been enough requests to hide or disconnect unwanted sites from a user's profile to tell us that some users do not want to be seen on some sites. Because the user usually didn't have input into the migration, we shouldn't make the connection for him. It's two clicks -- "sign up" plus a confirmation -- as best I recall.
However, maybe we need some more breadcrumbs. We could create a new help topic in the accounts section of the Help Center about how cross-site account stuff works in general (auto-login, creating an account on a new site from your current one) -- this changed recently, so that might be a good idea anyway. Then, perhaps a migration could leave an auto-comment on the source site (where we know the user has an account and thus an inbox) linking to that. This gives the owner of the question the tools he needs to follow his question and create his account if he wants to -- which he probably does, but you never know and you can't break the link afterwards, so better to be safe.