Are comments of this type helpful? Yes.
If done in the right way they can be helpful. Both new and veteran users can be helped by such comments. Their usefulness is linked, however, to both their presentation and their correctness. When such a comment is given in a way which is clearly a suggestion of an alternative, rather than as a correction for a wrong posting, they can help the OP.
These comments can be delivered in shades of meaning other than black & white.
- This would fit well at ... as well
- You could try asking this on ... instead
- You might get better answers on ...
- The ... site also deals with this topic
- This would do better on ...
- This should be asked on ...
- Why didn't you ask this on ...?
- Should be migrated to ...
- This would be on topic at ...
Some variations are more helpful than others, and some are more accusatory than others. The new users will respond better to some of these, and even some veteran users might take umbrage at one or two of the above comments. Even among the nicer variations, some situations are better represented by one over another. Choosing how to make the suggestion depends on how well the question fits here, and how well it fits on the other site. Another factor to consider is which of the two sites, here or there, is likely to provide better answers, or answers that are more useful to the OP.
Even when the comment is nice to the OP, and is presented in a positive and constructive fashion, it is of no value if the other site is not a good fit. The cork question could have just as easily been directed to Beer, Wine & Spritis. That would be an inferior choice, however. No matter where the OP is directed, the comment is of very limited value if the question, as written, is not on-topic at the other site, or if the question, as written, is likely to be considered VLQ, or otherwise closed if posted there. It is also not helpful, even if correct, to tell the OP that a question would fit on another site if there are more "expert" users in this topic on this site than on the other site.
To make the comment a good suggestion, the comment should be made by someone who actually knows both sites, and who ought to know which of the two sites, here or there, actually is a better place to ask the question, and where the OP is likely to receive the most useful answers. The poster should also explain what changes, if any, would help that question on the other site. If the question is, or would be received as, VLQ, then such forwarding comments do a disservice to the OP, and to the other site. As demonstrated by the question about wine corks, the comment needs to include a link to that site, not just its name.
If the comment is made in a nice way, by someone in a position to know that the OP's question is acceptable to the other site, and that the odds for useful answers are greater there, then the OP is helped, and others with similar questions may be helped as well. The effect of a properly applied comment can be a net positive utility. Let's go through their effect on different people.
The OP, a regular user of this site
Regular user of this site often knows there are other sites on the network. They may not, however, have ever visited them, let alone used them. They may not have even used the Meta of this site. Of the regular users who are active on other sites, there still exists a large number who are unaware of the scope and potential of all 170 (at the moment) sites in the Stack Exchange Network, and are unlikely to know, or even guess, that a question might be acceptable on another site. If the OP happens to be in any of these groups the information, if correct, can be helpful to the OP.
It is, however, possible, that the OP is sufficiently aware of the other site with overlapping scope and has made an informed choice to post on our site and not on the other overlapping one. So there is no new information to him in this comment. It may, however, cause the OP to re-evaluate the choice, given the recommendation of another user. As a regular user of the site, having seen such comments before, it should not cause the OP to think that the question is not really suited or wanted on our site.
The OP, a new user of this site
A new user to this site may have been a regular user of one of the other sites in the Stack Exchange Network. Therefore, can be presumed to know about the size, at least in the concept that it is big and varied, but cannot be presumed to know about, or be a regular user of, all the sites. A new user to this site who is otherwise a veteran of some other SE site(s) obviously isn't a regular user of all sites, else wouldn't be new here. Except that the OP doesn't even know the scope and potential of this site, the rest of the effects for a regular user above apply to these users.
If the user is not only new to this site, but also new to the Stack Exchange Network as a whole, a whole new set of problems can be present. They probably have not read the Tour, Help pages, or very many of the questions on the site. They probably found some helpful answers in the past from a Google search, and choose to ask their own question here. They likely don't even know there are other sites, let alone that they are related. For these cases an actual link to the other site is vital. Faced with a very short comment about using another site can be quite intimidating, if not discouraging. This can partially be offset by posting a friendly welcome message when the question goes through the first post review queue. This case can also be easily spotted by the experienced users based on the OP's rep, and they can make the suggestion comment a bit clearer and friendlier.
Regular users of this site
Aside from not having to ask the question themselves on the other site, the effects on regular users, not the OP, are mostly the same as they are for the OP. They can still choose to answer the question, if they have the knowledge the OP is needing. If they are not aware of the other site given, they might be motivated to learn about that site, and how it might be useful to them as well as this site.
Other than reading the comments, like any other regular user, these comments shouldn't cause any further burden on the moderators. A comment suggesting a different site to the OP is not a flag that a moderator needs to address. The moderators are able to vote on the question, write their own answers, suggest further improvements, or any other actions the rest of the users might do.
A real-life case (my own first post)
I had encountered a few of the sites in the Stack Exchange Network as the result of Google searches. I didn't vote, comment, or ask questions, and I didn't join any of them. I never even knew that the sites I had seen were related. Yes, the affiliation is visible and obvious, if someone is looking. I was not looking at the "noise" on the page. I read the questions, to see if they were a decent match to my problems. I the questions fit, I'd read the answers and comments on the answers, and maybe try to fix my problem. Finally, after reading two different answers on Unix & Linux that were parts of my answer, I realized that these were not off the top of my head answers, but something someone took time to think about and create something new. Just to help someone else they didn't know. That convinced me to "join" and contribute by sharing how I had combined their two clues into a third use case. At the same time, I thought there might be a way to improve what I had created. My first question was the use case for my script and a request for suggested improvements. The first comment I received was:
Would fit well at Code Review as well.
I spent a few days (ten actually) browsing the "new" site I'd been pointed to, learning that there was a whole network of sites out there. I read the rules, took the tours, browsed the help pages, and even joined a couple sites. Finding out that I couldn't "cross post" my question, I asked how to move it. Eventually I flagged the question for migration to Code Review, where it sits now.
Now I am active on several of the sites, more in the meta sites than the main sites, since I'm not the fastest gun in the west. I haven't collected much rep, and probably won't, but I have helped a few people along the way. All sparked by one, simple, eight-word comment suggesting I use a different site. In all I've only asked 10 questions network-wide, given a little over a hundred answers, and only have over 2K rep on a single site. No rising star, yet a decent community member over all.
I think that adds up to a net positive balance.