Jira integration breaks system notes when referencing issues from other projects

Summary

Enabling Jira external issue tracker breaks system notes when referencing issues from other GitLab projects.

Steps to reproduce

1. Create project-a in your personal namespace
2. Create issue 1 in project-a
3. Create project-b in your personal namespace
4. Enable JIRA service in project-b
5. Create a merge request 2 in project-b
6. Paste https://gitlab.com/your-user-name/project-a/issues/1 as a comment
7. Check system notes in issue 1 in project-a

What is the current bug behavior?

There is no system note saying that the issue was referenced in the merge request.

Remarks

1. You have to paste the URL, referencing the issue as your-user-name/project-a#1 is already broken and the bug is tracked here
2. This is not broken for Redmine integration (and possibly other external issue trackers, although I didn't check).

mentioned in issue gitlab-foss#34070 (moved)

changed milestone to %Next 2-3 months in gitlab-foss

mentioned in issue #10578

moved from gitlab-foss#34446 (moved)