When a Story that was in some closed sprints (or active sprint) is cloned, the cloned story would retain the values of the Sprint field (even for the closed sprints).
- Create a Story in a Scrum Board
- Place the story in a sprint
- Complete the sprint
- Clone the Story
- The cloned story will still retain the values of the Sprint field
- The cloned story will retain all the values of the Sprint field of the parent issue, including closed sprints and any active sprint