The move to Milton Keynes is a strange one because when you compare the stature of the clubs, the third tier English outfit are well behind Hearts' shadow in terms of prestige and history - especially the latter.
MK Dons are everything that a true football supporter should detest about the game.
The franchising of clubs that is commonplace in the USA and Canada - the most famous one being baseball's Brooklyn Dodgers becoming those of the Los Angeles variety - saw MK Dons evolve into England's poster boy for the asset removal practice in 2004.
Wimbledon Football Club had it's guts torn out so that some marketing wet dreams in suits could fulfil an absurd little fantasy of their own by giving it a new name and moving it miles away from where they originally came from.
Naturally, fans of the displaced club were furious - as have many sports fans across the Atlantic have been when 'franchise re-location' has happened.
For example, go to Quebec City in Canada where the locals still mourn the removal of NHL ice-hockey side Quebec Nordiques to Colorado in the USA.
The Wimbledon fans refused to transfer their allegiance to Milton Keynes and formed their own club, AFC Wimbledon, who ironically enough are now in the same league as their sworn enemy - and much further up the table too.
Closer to home we have Clydebank fans still fuming at the way in 2002, the directors of the newly-formed Airdrie United - a phoenix from the liquidated Airdrieonians - bought their club out and renamed and relocted it to Lanarkshire just to carpetbag their way into the Scottish League after initially losing out in a vote to gain membership of the SFL.
So morally speaking, Robbie Neilson has not made the best of choices and his association with the bastard offspring of the original Wimbledon Football Club will cast a black mark against him for the rest of his career.
Even if MK Dons' birth had been 'cleaner' and not down to the planned destruction of another club, this would still be a very strange move for him to take.
A club that's in the third tier of their country's league structure and with an average support that is easily dwarfed by Hearts;.
Not to mention where Hearts are right now.
Second in the table, still very much in the running for a European spot, expected to be in contention for the Scottish Cup and a proud history that has seen major trophies won ever since the club's birth in 1874.
A move to a second tier English club like a Derby County or a Sheffield Wednesday or a Leeds United might be more understandable. All three have history and prestige attached to them.
But a third tier one with no tradition and a small supporter base is the type of club you go to if the likes of Hearts sack you for getting relegated.
Not a club for a manager who was on the cusp of possible success and another foray into Europe with the one he has just left.
Maybe Robbie Neilson will reveal more about his way of thinking that led him down the M1 but one imagines that if he does that, his decision will still be a source of puzzlement.
Nevertheless, he is gone and Hearts need a replacement.
Apparently the Hearts board have already targetted their ideal man for the job and hope to announce him soon.
The highly-rated Ian Cathro, currently a coach at Newcastle United, is the hot favourite for the job.
Newcastle say they have not received an official approach from Hearts for Cathro but word from Tyneside is that they will not stand in his way should the Edinburgh side give them a call.
That is the state of play at the time of writing - although Hearts fans will ideally like a new man in place before Saturday's game at Ross County.
After all, the team has regained some winning momentum with fine results against Motherwell and a Rangers side that were made to look like Fred Karno's army on Nytol.
Given that most managers arrive at a club during a time of bad results and league position, whoever arrives at Tynecastle - be it Cathro or somebody else - will find themselves in a strange position.
Hearts are in a healthy position in the league and the pressure may well be on from the start to keep them there.
Graeme Souness took over at Liverpool in 1991 with that club involved in a league title dogfight with Arsenal.
However, he couldn't keep them in the race and in subsequent seasons the club began to fall down the table.
Given Celtic are running away with the title, it is not unreasonable to ask for Hearts to challenge for second spot and put in a long run in the cup (if not win it).
One suspects the new manager might not get the usual honeymoon period an incoming boss usually gets.
But it is hoped he will be properly judged come the end of next season - not the current one.