When you mention an issue by textually its key, e.g. MYKEY-123, in text, Jira automatically creates a link for that.

When you move an issue to a different project, e.g. to MYOTHERKEY-123, and reference MYKEY-123 in a URL, etc., Jira automatically redirects.

However, when I move MYKEY-123 to a new project, textual references to it no longer appear as links. It would be nice if they would stay as links, and Jira just uses the redirect behaviour.