When you Poketransfer a Pokemon that knows Dive, no matter what...
Nothing happens. That's right. Nothing happens.
What SpumWack said only applies for HM moves of the game they're coming from. Dive was not a HM in either Sinnoh or Johto, so transferring will not do anything other than have the Pokemon in the new game.
PokeTransferring a Pokemon that knows an HM to the game its going into but not the game they came from can be Poketransffered naturally.