When editing the issue you have to choose the option More > Move and you will be able to do it.
Also you can check this official documentation about it:
Hope it helps,
Look in the options for "move issue"
You'll need to have "move" permission in the source project, and "create" in the target.
(Edit - I should have mentioned - you can do this with "bulk edit" as well, so you can move lots of issues in one go)
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