It's my understanding....
...That IMAP stores the messages on the server. Therefore, if the messages were stored on the old server, and did not get copied to the new server...The answer should be self-evident. Not on the new server, not in the user's mailbox.
Note that I no longer know what the "default" setting's for Mail.app are anymore. This is the part where Greg corrects me about my understanding of IMAP.... ;-)
-Mike
"They that can give up essential liberty to obtain a little temporary safety deserve neither liberty nor safety."
- Benjamin Franklin, 1759 Historical Review of Pennsylvania