Similarly to people telling the OP to ask their question on Apple.SE, even if it's on topic here on SU, I think that there's a general problem with comments like the following:
This should be on Server Fault!
Ask on Stack Overflow!
These comments do not serve any good purpose for several reasons.
They leave the OP confused about where to ask. Was he wrong asking here? Doesn't that even come off as rude?
They do not have an actual effect on the state of the question. It's not automatically being moved.
They will force the OP (especially in the case of new users) to re-post their question on the other site, therefore cross-posting. If the community decides that the original question is good to stay, we have a cross-site duplicate. Or, even worse, the question is later migrated.
Another user suggests to ask a question elsewhere, while it already has pending migration votes. The OP doesn't know better and asks the question on Stack Overflow. Now we have to make sure it doesn't get migrated, or kindly ask the OP to delete it.
What, specifically, can we do against this?