I have tried searching the Community (and Google) for this exact scenario, but have come up blank.
Illustrating an example (names changed for security): One of our OpsGenie alerts periodically comes in titled (Alias), "Transfer failed". We want OpsGenie/Jira Software to automatically create an Issue ticket in our "Tech Support" (TS) Project, when this alert is created in OpsGenie.
As far as I can tell, you can only configure this from OpsGenie > Settings > INTEGRATIONS > Configured integrations > Jira Service Management > Settings > For other Opsgenie alerts:

Is there no other way to automatically create issues from an OpsGenie Alert?
PS: We're already aware you can link issues to an Opsgenie Incident