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 http://meta.stackexchange.com/questions/14591/how-can-we-close-questions-with-bounties/27103#27103 and also as part of the MSE FAQ http://meta.stackexchange.com/questions/16065/how-does-the-bounty-system-work