Issue is not closed by merge request if the merge is first done in a "develop branch"

Summary

There is an issue "New cool feature".
Say you have 3 branches: "master" (default branch), "develop" and "1-new-cool-feature".
You create a merge request for "1-new-cool-feature" into "develop" which should close the issue.
If you merge "1-new-cool-feature" into "develop" the issue is not closed. (this may be correct because the feature is not yet implemented in "master")
Afterwards if you merge "develop" into "master" the issue is still not closed! This should be automatically closed because the feature is now available in "master".

Output of checks

This bug happens on GitLab.com