That's down to how the Jira email handlers are written to try to work out what issue/project an email is about. The simple rule is that "if we find an issue key in the subject, then the message is about that issue"
So, with plain Jira, your email from A to B is a non-starter, as the subject tells Jira the issue is always about the issue in A.
You will need to code to fix this, either writing your own email handler that can detect when an issue that appears to be for the issue in A is actually for an issue in B, or finding an app that can handle that rule.
Before going down that route though, I would actually recommend evaluating why you are doing this email instead. If you're willing to "fix" it by coding or apps, then there's probably far more simple code or dedicated apps that can achieve the same as an incoming email, and probably better. (The email handlers would comment or create, with code, you could do things like comment, create, fill custom fields, add links and and and)
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