The way the Stack Exchange's question migration system works (my understanding, not in any way an official explanation) is, that the question itself is left on the original website it was posted, marked as being migrated, and the links to it redirected to the new location. If you open this link, you'll see it on the originally posted website, but the URL includes the
"noredirect=1" query value, telling the web server not to redirect your request to the new location.
This redirection is possibly there to keep the question in the search index on the website where it was first posted, to prevent link rot, e.t.c., but there might be other reasons that I currently can't think of as well. The answers in the original location are actually marked as deleted, and their copies are made in the new, migrated to location. You will be able to see deleted posts, once you reach the "access to moderator tools" privilege milestone. Again, not an official explanation, but I believe this is done so to enable moderators that are migrating the question to remove no longer necessary comments on each individual answer, comments that might possibly be only relevant on the website where the original answers were posted.
I'm not entirely sure why the answers' CW status is not preserved, but there must be some perfectly logical reason, following the requirements of the migration procedure. It is however not the only thing that changes. I've also noticed, that while the vote stats are preserved, the downvotes are usually removed on migration (possibly as they might no longer apply, if they were due to the question being off-topic on the originally posted website?), and that I'm also able to vote on the question and its answers again, even though I already upvoted both of them in your example, when they were on the main site.
Anyway, to keep things short(-ish), that's my take, before a more official word reaches you. ;)