Creating issues inline under a Sprint in a board places the newly created issue under the backlog ra

[Dipti Ranjan Lenka]

Creating issues inline under a Sprint in a board places the newly created issue under the backlog rather than the sprint

And also Zephyr Squad Trial included.

[Nic Brough -Adaptavist-]

New stories should not be added to active sprints directly, that's not the intention of Scrum - scope change during a sprint is not a good thing and should be thought about. 

[Dipti Ranjan Lenka]

Let's say its a high priority customer issue came in between .

[Nic Brough -Adaptavist-]

That's fine, it goes into the backlog and the team decides they do need to bring it into the sprint, then they move it from backlog into the sprint.  It's not wrong to do that, it just should be an exception.  You should make people think before jamming things into a sprint, not default bad behaviour.