Moderatos can cancel and thereby refund a bounty (only to be done under special circumstances). If you flag and ask for migration they might agree to first cancel the bounty and then migrate it.
I highly doubt they can migrate it with the bounty. As mentioned in a comment bounties block usual closure (and thus migration) votes and likely moderators cannot override this directly either.
As sources see for the cancel mechanism How can we close questions with bounties? and also as part of the MSE FAQ How does the bounty system work?