Reproduced this issue with the following packages:
kernel-2.6.32-131.0.15.el6.x86_64
qemu-kvm-0.12.1.2-2.160.el6.x86_64
spice-server-0.8.0-1.el6.x86_64
spice-client-0.8.2-3.el6.x86_64

Steps:
1.Boot a guest in the source host with "-spice port=5930,password=redhat -vga qxl -global qxl-vga.vram_size=33554432"
2.Connect the spice session: spicec -h $source_host_ip -p 5930 -w redhat
3.Boot the guest in the destination host with the same command line with listening mode "-incoming tcp:0:5800"
4.In source host:
(qemu)__com.redhat_spice_migrate_info $host_ip 5930
5.In destination host:
(qemu)expire_password spice +10
6.In the source host:
(qemu)migrate -d tcp:$destination_host_ip:5800
(If migration will take 10 seconds for example, then do step 5 on 4 or 5 seconds later after do step 4. To make sure the password expired during migration)

Result: Spice windows closed during migration. And in the destination host,there's some qemu logs as below:

reds_handle_ticket: Ticketing is enabled, but no password is set. please set a ticket first
spice_server_add_interface: SPICE_INTERFACE_TABLET


Verified with the same steps with the following packages:
kernel-2.6.32-209.el6.x86_64
qemu-kvm-0.12.1.2-2.196.el6.x86_64
spice-server-0.8.2-4.el6.x86_64
spice-client-0.8.2-7.el6.x86_64

Results: 
(1)During migration, the spice window does not close though the password has expired.
(2)There's spice notification at the beginning and ending of migration:
(qemu) migrate -d tcp:10.66.9.184:5800
spice_server_migrate_start: 
(qemu) handle_dev_input: stop
spice_server_migrate_end: completed=1
reds_mig_finished

So, this bug is fixed.

Moving to ON_QA because Errata Tool did not do it

    Technical note added. If any revisions are required, please edit the "Technical Notes" field
    accordingly. All revisions will be proofread by the Engineering Content Services team.
    
    New Contents:
Cause
 Spice client connected to the migration target only after migration completed.
However, the ticket on the target was set before migration started.

Consequence
 If (migration_time > ticket_expiration_time) - spice client failed to connect to the target and aborted.

Fix
 spice server informs spice client to connect to the target before migration starts, upon the client_migrate_info command.
client_migrate_info was turned to an async command.
spice server waits till the client performed the initial connection (or a timeout), and then calls the completion callback of client_migrate_info.

Result
 Spice client is connected to the migration target after migration.

Since the problem described in this bug report should be
resolved in a recent advisory, it has been closed with a
resolution of ERRATA.

For information on the advisory, and where to find the updated
files, follow the link below.

If the solution does not work for you, open a new bug report.

http://rhn.redhat.com/errata/RHSA-2011-1531.html