Bitcoin questions are on-topic if they are about security, especially with a professional bent. The existence of another Stack Exchange site about Bitcoin is not a critical element in making this determination. Similarly, questions about security of computer networks are on-topic here regardless of the existence of Server Fault, questions about security of algorithms and their implementations are on-topic here regardless of Stack Overflow, and so on.
Bitcoin questions are off-topic if there is no or very little security aspect to them. If we determine that a question about Bitcoin is off-topic here, but is otherwise a good Stack Exchange questions, the question can preferably be migrated to Bitcoin Stack Exchange.
If a question is firmly on-topic here, it should only be migrated with the asker's consent. If a question has already had good, on-topic answers here, it should not be migrated at all. If a question hasn't had any good answer yet, and either the asker requests or agrees to the migration, or the question is only marginally on-topic to begin with, then it is better to migrate the question. But migrations should not happen just because there is another site where the question is also on-topic, only because there is another site that is significantly more suitable for the question.
Let's look at your example question:
- The question was firmly on-topic, being about the anonymity of a protocol.
- It is only marginally on-topic on Bitcoin.SE, since it is about comparing a protocol using Bitcoin and protocols not using Bitcoin.
- The asker had a Bitcoin.SE account, but chose to post here instead.
- There was already a reasonable-looking on-site answer (by someone who had no Bitcoin.SE account).
All signs agree: this question should not have been migrated.