The long answer is this...
The FIND command is for the single purpose of locating data sets on DASD to be
processed by the ACTION commands.
Please note these Sysparms and options...
N (default) - Cond. Code not reset.
Y – If an explicit or implicit FIND command locates no data sets (M2793), the CC 8 is suppressed.
N (default) – Cond. Code not reduced.
Y - The CC 4 is reduced to a 0 if a FIND command can locate no data sets to process (M3525),
and the only data sets found are cataloged to the CA Disk pseudo-volume.
N (default) - Cond. Code not reduced.
Y - If SMS rules deny selection of a data set by an explicit FIND command, the Cond.Code 4 will be reduced to 0.
So again, there is no option to flag catalog entries for MIGRAT.