Out of curiosity I tried this in 15.2, expected the conversion to behave as elsewhere. (if id the same then map automatically)
However as Douglas has described is does not work. I pushed an object map too in, and again doesn't work
Created a risk and issue attribute called test mapping (id = test_mapping)
Clicked create issue
Issue did not map the data through (and yes again, ID is the same and I sent a mapping XOG in)
As a workaround you could as suggested have a process that on create pulls the originating risks value through.
Certainly not the expected behaviour.