Hi @anon36755345,
This is actually not a bug, but rather is Asana’s expected behavior. The reason is that by default, Asana does not automatically assign subtasks to the project of of their parent task (or to any project, for that matter). Because they’re not attached to any project, they show in the My Tasks “Later” section under “No Project”.
You can manually assign a subtask to its parent task’s project, and then it will show under the project in “Later”. But doing that has its own side-effects that can be drawbacks in some scenarios (most notably that the subtask will appear in the project list or board just as if it’s a top-level task).
Lots of people would like to see subtasks automatically inherit the attachment to their parent’s project to solve this issue; you can vote for that program change here: