Hi @Alex_Matlin, thanks for providing this feedback!
Subtasks do not automatically inherit the parent task’s project, whether creating a subtask from scratch or converting a task to a subtask. This is currently expected behaviour as not all users want the subtask to be automatically linked to the parent task’s project.
We do have an existing feature request here to automatically link subtasks to the parent task’s project: Allow to automatically add subtasks to project - #4 by Tom_Suberg
Feel free to add your vote to this thread if you would like to see this feature 