Current State:
Currently , when issue created from Slack , there are no tracking in the issue on the Slack thread link / conversation link.
Proposed Future State:
Add Conversation link/ Slack thread in ticket when issue created via Assists
Alternative (e.g. Third Party Plugin):
https://community.atlassian.com/forums/Jira-Service-Management-articles/Link-Slack-Threads-on-JSM-Chat-Created-Tickets/ba-p/2448546