From the FAQ post on migration: What is migration and how does it work? (in the section "Anything else I should know about migration?"):

Comments on the question that link to the homepage of the target site will be deleted. This is to remove redundant comments that tell the author to post on that site.

It is consistent with the linked post. In this case the two comments that were not migrated are: "Related: Find all polynomials $P$ such that $P(x^2+1)=P(x)^2+1$." And another one: "The MathSE link entirely answers the question (namely the answer math.stackexchange.com/a/272678/35400). The possible polynomials (in each infinite field) are constant $c$ with $c^2-c+1=0$, the polynomial $P(x)=x$, and the iterations of $R(x)=x^2+1$. Hence the possibilities for $P(0)$ are the roots of $c^2-c+1$, $0$, and the elements of the sequence $(u_n)_{n\ge 1}$ defined by $u_1=1$ and $u_{n+1}=u_n^2+1$."

Here is another related question on Meta Stack Exchange: Migrating a question deleted a comment.

It's unclear to me whether from the linked posts whether *any* link to the target site suffices for deletion or whether heuristic which decides which comments are left is a bit more clever than that.

This only answers the question *which* comments are removed. (But since the question was tagged support, I'd guess that this could count as a valid answer to your question.)

Whether this mechanism is actually useful or whether it causes problems by removal useful comments (like in this case) more often than it helps by removing comments which are obsolete after the migration is probably for a separate discussion.

There is a related feature request on Meta Stack Exchange: Don't automatically delete comments with useful content on migration. (However, it did not gain much attention - it is almost three years old and it got only about 30 views and has score 8.) Other linked questions are related to non-migrated comments, too.