That's the whole point, to check locally, from my computer, that the migrated site is working as expected (for example, the database config is correct and works, rewrite rules work, chmod/chown permissions are set correctly etc.) — so by locally editing the DNS zone to the new one (that will later on be set on the real DNS records), I can check such things beforehand.
Those are all worthy tests but they don't have anything to do with changing your domain registrar or nameservers. Your domain name will still be the same after you transfer it. The only differences are a different company now handles registering your domain, and potentially hosting your DNS records too.
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