So..in my own humble opinion moving threads & optionally maybe even educating users instead of closing then with a snide remark might net you a far better community in the long run..
A community that learns where to post either by a mention of why the thread was moved..or seeing that it was moved & learning themselves..
The value of which also being the discussions stay open..the entire point of a message board..versus people getting pissed.. PM'ng whomever they can..making new threads asking why their previous thread was closed instead of considering it wasn't placed in the section you both agree upon..
Might aid in getting things done & make for less work for moderators as people learn where their threads should be going..
Sure sure it may be abused..lazy people thinking you'll move them..or foolish people genuinely not knowing where to post..that's never going to change..
I tell you what though..moving threads as needed would keep the sections looking clean..correct & classy though..