It looks like we've decided math problems are off-topic, though we've yet to put to words the explicit difference between a math problem and a math puzzle. Despite a lack of a clear dividing line, though, we still seem to agree they're off-topic. I'd like to propose a close reason.
Here's a wording I'll propose, at least to start with:
This question is off-topic as it appears to be a mathematics problem, as opposed to a mathematical puzzle. For more info, see "Are math-textbook-style problems on topic?" on meta.
I have a couple comments on this, concerning migration and vagueness.
First, migration, which may just be something to clear up. Migrations are good for questions which are truly high quality, but just aren't on-topic here. If a question is great, it can definitely be migrated; however, if the question was anything less than good, we'd probably avoid migrating it. (The general idea is "don't migrate crap.")
The workflow I imagine with respect to this close reason is: if it's a math problem, close it. If it's a good math question that shows effort and an attempt at a solution, anyone can/should flag it so it can be migrated to Math.SE.
Second, vagueness. It doesn't seem like the community's clear on how we'd put in words the difference between a math problem and a math puzzle. However, I think we have a fairly strong "I know it when I see it" consensus. I personally think that's enough for us to go on, and for the most part, it's probably common knowledge, too. I do imagine questions on meta in the future regarding specific questions' topicality, but they're probably honestly helpful in developing consensus about these questions.
Is this wording going to work well, and is there a better way to phrase it? (And/or are there unforeseen issues that this might cause?)