Moderators 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. 

As mentioned in a comment a question with a bounty cannot be closed (and thus also not migrated); this restriction also is present for moderators.


As sources see for the cancel mechanism https://meta.stackexchange.com/questions/14591/how-can-we-close-questions-with-bounties/27103#27103 and also as part of the MSE FAQ https://meta.stackexchange.com/questions/16065/how-does-the-bounty-system-work