Hi @anon53292663, welcome to the Asana Community Forum! this is currently working as expected and it’s not a bug. Subtasks do not inherit the parent project. You can manually add the subtask to a project if you want it to appear in your project’s task list, Project Calendar and Project Timeline along your other tasks.
We have a popular request in the forum for this feature, I recommend you to upvote here: Allow to automatically add subtasks to project
Let me know if you have any other questions!