This seems like a bug:
Issue created in JIRA > GitHub commit with JIRA ticket number in comment > Issue moved to another project in JIRA > all Commits are lost in JIRA issue
This seems like a nice feature to add:
I forgot to note the JIRA issue, or noted the wrong JIRA issue in the commit comment. Subsequent GitHub comments with JIRA issue noted should be picked up by DVCS connector and link to the issue