The agents should be Uninstall from the machines first, then deploy the agents from the admin console of the new server. If you just deploy the agents to the servers, the agents will be multi-homed and will report to the non-existent mg and the new server, which could cause some unforeseen problems in the future, like the other management group being in reports etc.
hope this helps!
Scott Moss
Wantabe MOM Admin 
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