To reproduce this issue, do the following:
Create Project AAA
Create Project BBB
Create an Issue Level Security Scheme, and assign it to AAA only
Create a Clone of the Default Field Configuration Scheme. Hide the field Security Level on the Cloned copy. Assign the Cloned copy to BBB.
Create a New Issue in AAA
Move the Issue to BBB
You'll notice that on the screen before you actually click MOVE, and it'll list the before and after columns. On the before column, it will show the security level correct. On the after column, it's blank.
This can be worked-around by Unhiding the Security Level on the Field Config Scheme.