When you reference an issue in a pull request (in the description, or in a comment) there should be added some kind of reference to the pull request to that issue.

For example a comment or note saying:

"User foo referenced this issue in pull request XXXX".

The user and pull request should of course be clickable links.

Currently if I create a pull request and reference an issues, I have to go to the issue and add the comment/link myself to inform all people involved of the pull request.