I see this issue when running this workflow: https://github.com/byron-github-school/.github/blob/main/.github/workflows/pull-project-tasks.yml
This workflow will complete copying over issues to a new project and fixes URLs correctly.
The issue is that the parent-child relationship between the issues and subissues is not correct
When viewing the issues on the Table view in the project, I see all the issues,
Then, selecting to group by Parent Issue, the issues all group under No Parent Issue.
In the source Project, the issues all group under their parent issue
This bug is resolved when subissues can be grouped by Parent issues in the Project Table view.