Sprints are independent of boards. However boards will restrict what issues appear on them due to their board filter. Hence when you close a sprint listed on board A, that same sprint is also closed on board B. But since you can't see the issues on board B from board A, there is no means indicate to Jira where to place those incomplete issues (either to the backlog or the next sprint for that board).
It might be possible to work around this by creating another master board. This board though would need to contain all the issues as seen in all the other boards. This might be something you could do with a simply JQL filter of just
Order by Rank desc
Which would show all issues in the Jira, not just those in those filters.
Or you could specifically create a saved filter that includes all the other filters that the other boards are using. Something like
filter in (10110,10111,10112) Order by Rank desc
(where the numbers here are the filter ID numbers for the saved filters used on all the other boards).
By doing this, you could create a master board that is used for closing these sprints. That way if this board can at least see this issue when the sprint it closed, it could then theoretically return that issue to the backlog or a future planned sprint on that board.
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