Yes, it works very well.  For example, I made this question:

https://meta.stackexchange.com/questions/8401/where-can-i-ask-questions-that-arent-programming-questions

Pretty early on for SO so that we would have a nice easy place to send people when we closed their questions.  I'd always leave a comment, "Voting to close as not programming related, please see -link- for other sites where you might be able to get a better answer."

Your suggestion is only slightly different, but it requires a good set of moderators that regularly close as dupe.

I think SU has suffered a little bit more than the other sites due to very busy official moderators recently.  Now that SU has new official moderators, you should see fewer problem questions.

Keep in mind that it's still a fairly 'new' site in terms of users - you've only got 54 people that can close questions.  To some degree it's a wild west.  Since there aren't that many 3k+ moderators, consider flagging questions for moderator attention that are obviously out of bounds or duplicates, as the official moderators can take action more quickly.