If we open an Issue that belongs to an Active Sprint and create a clone of this Issue, the new cloned Issue appears in the Active Sprint.

I believe this is happening because of the Sprint field, which is cloned as well. But this is not correct, since the permission to change a Sprint is the Administer Project, and an user without this permission can clone an Issue, he just need to have the Clone Issue permission.

Also, as a good practice in Agile, we are not supposed to add issues to an Active Sprint.