Technically this is possible, but it's typically only done in cases where both…
- …the posts in question are clearly unwelcome here and clearly welcome there, and
- …there are a significant number of such posts which are posted here that need to be migrated.
That…doesn't appear to be the case here.
Clearly unwelcome here?
Since your post neither argues for nor points to a significant community discussion on whether such posts even are (or should be) off-topic here, I had to do some searching myself. The two most relevant meta discussions I could find are the following:
The first one has some significant community contribution, and demonstrates that there are definitely questions under history that would be welcome here (even if they would also be welcome at History.SE; overlap is nothing unusual across the Stack Exchange network). However, the delineation between what is considered "on-topic history" and what is considered "off-topic history" is vague at best.
The second meta post is more directly relevant to the question under issue, but unlike the first it hasn't attracted any significant community discussion. However, the fact that the question was brought up at all at least suggests that questions regarding pre-Islamic history (such as the one referred to in OP) aren't as clearly-cut "off-topic" as your post implies.
Significant number of such posts?
Again your post doesn't show any evidence so I had to look into it myself, and I'm just not seeing it. From the tools I have available and looking into the posts that users actually voted to close as off-topic, I'm only seeing one case in the last three months with the reason of "…because it belong to history.stackexchange.com".
To be fair, this could well be because the users just aren't voting to close problematic posts, or that these posts are being closed for the wrong reasons. However, even if that is the case, it just indicates that the community at-large is failing to ensure that problematic questions are being closed properly at all; a new migration path would be unlikely to help matters there.
Given the lack of evidence supporting either of the two criteria, I see pretty much no reason to open a new migration path at this point. If I've missed something, feel free to edit your post to include the relevant resources supporting your position.
Even if a migration path were set up, without a clear idea of what history questions are on-topic and off-topic here it's likely just going to end up being used on the wrong questions entirely. And even if a clear boundary was established, the new migration path would still be useless if the community isn't actually bothering to properly close the questions in the first place; that's assuming that we even have enough of such questions to warrant adding a new migration path in the first place.
Jumping straight to adding a new migration path is putting the cart before the horse here. Your best course of action right now would be to actually work with the community on establishing where the boundaries are and enforcing them: Once that's done, then we can revisit whether establishing a new migration path is useful or even necessary.