What i do, is add an InstallGenerator that will add the migrations to the Rails site itself. It has not quite the same behavior as the one you mentioned, but for now, for me, it is good enough.
A small how-to:
First, create the folder lib\generators\<your-gem-name>\install and inside that folder create a file called install_generator.rb with the following code:
require 'rails/generators/migration'
module YourGemName
  module Generators
    class InstallGenerator < ::Rails::Generators::Base
      include Rails::Generators::Migration
      source_root File.expand_path('../templates', __FILE__)
      desc "add the migrations"
      def self.next_migration_number(path)
        unless @prev_migration_nr
          @prev_migration_nr = Time.now.utc.strftime("%Y%m%d%H%M%S").to_i
        else
          @prev_migration_nr += 1
        end
        @prev_migration_nr.to_s
      end
      def copy_migrations
        migration_template "create_something.rb", "db/migrate/create_something.rb"
        migration_template "create_something_else.rb", "db/migrate/create_something_else.rb"
      end
    end
  end
end
and inside the lib/generators/<your-gem-name>/install/templates add your two files containing the migrations, e.g. take the one named create_something.rb :
class CreateAbilities < ActiveRecord::Migration
  def self.up
    create_table :abilities do |t|
      t.string  :name
      t.string  :description
      t.boolean :needs_extent      
      t.timestamps
    end
  end
  def self.down
    drop_table :abilities
  end
end
Then, when your gem is added to some app, you can just do
rails g <your_gem_name>:install
and that will add the migrations, and then you can just do rake db:migrate.
Hope this helps.