I prefer to merge the migrated question into the local question, but I think it's important to understand why this happens (in case it's non-obvious)
Many times users will post the same question on multiple sites on the network, thinking they are doing a good thing. In reality, they're not, because precisely this, we can migrate amongst the many sites.
If you really feel the need to get different opinions from different audiences on the SE network, for instance Database Administrators and Security, then you should mention at the top of each post that it's a cross-post for multiple opinions, put a link to the other network site question, and then nobody will migrate it.
But most people don't realize this, and think they are going to maximize visibility by cross posting, or don't know how to ask a mod for help, and so we end up with dupes on both sites, where one gets migrated, and now we have dupes on one site.
In the case of "what should I do when I see this" at least flag it with a link to the dupe. Preferably, use the moderation reporting tools available to you to flag it as off topic, then mark it as a dupe, providing the link. More detailed steps immediately forthcoming.
Following the red arrows should help to illustrate how to flag to close as a dupe for those with less than 3k.