When I have a meeting or other user chat, I can then create Jira Issues or comments from the More Actions fields from the comments or actions in the chat. I don't seem to have that option when I post comments/activities in my own chat. I've attached images of what I see in my own teams chat v's chats with other users or meeting chats.
Welcome to the community.
The teams integration is linked to channels or team in MS Teams, not personal chats.
See https://support.atlassian.com/jira-software-cloud/docs/integrate-jira-cloud-with-microsoft-teams/
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