We don't have cross-site, close-as-duplicate capabilities. This makes sense, because Main sites shouldn't substantially overlap in scope (at least, not enough to warrant this extra feature).
That said, I believe that Meta.Math.SE overlaps enough with Meta.SE that creating a custom close reason to this effect would be good. Certain feature-request questions and some support questions come to mind as candidates.
- Closing appropriate feature-request questions here as "already requested" on Meta.SE will redirect more votes to the Meta.SE question--this may make the feature more likely to be implemented.
- Closing appropriate support questions here as "already asked" on Meta.SE will allow our support to focus more on issues specifically related to our site, rather than the SE engine in general.
- Redirecting users to the Meta.SE site for information on feature requests is future-safe: it's more likely for a Dev member to reply on Meta.SE saying, "this feature was implemented," than to track down every individual thread on all SE sites and reply there.
- Reminding Math.SE users of what is discussed on Meta.SE will foster a more unified culture within the entirety of StackExchange. (Off topic, but related: I'm beginning to think that much of our current meta-problems/drama has resulted from being somewhat isolated from the SE community at large. Reminding people to read Meta.SE may help alleviate this problem.)