Is worth talking to them just to find out if the thought bubble is about moving away or if they just want you to get them a bug or something. But if it is a villager who you want to stay is asking to move away, hit close via the home screen before ending the conversation to void the fact that you talked to them. The next day, the bubble will transfer to a different villager. But I think (and i could be wrong here) ONLY if the previous bubble was never answered at all with either a yes or a no (if that makes sense)