The documentation page Cloning an Issue mentions that custom fields are cloned but has nothing regarding how cloning affects Agile Sprints.
The number of votes/comments on GHS-6541 proves that this is something customers need to be aware of.
- There are also comments on the article itself regarding the sprint field and it being cloned
This suggestion is to either add info about JIRA Agile to that Clone Issue page or add a link to a page containing the caveats that a customer should be aware of.
- An example would be this KB article