Is there a possibility to close a question with a reason "belong on [some site]" where some site is replaced by any stack exchange site like math.stackexchange.com or stackoverflow.com
I would suggest doing this like the exact duplicate link. Instead of showing an empty box maybe the top 3 of sites where questions are moved to. And off course after the first close vote, as a suggestion for others the selected site.
An example of question that could be migrated is How can I get R to stop autocompleting my quotes/parens?
ADDITION:
I realize that the users of this site are experts on whether a question belongs here or not, but not on the question whether it really belongs on the target site. Therefore, there could be on the other site some feature that a 10k user or moderator has to accept the question into the site.