Hi @test ! Thanks for following up. When I used Find A Rubric and selected a rubric from a different course yesterday, I also found that Canvas created a copy in the new course. When I tried an import via Copy To for an assignment with attached rubric, Canvas made a copy in the new course.
It has been several years since I observed the scenario where an assignment in course B is associated with course A's rubric directly. It is possible that application code has been changed such that this scenario won't arise with new rubric associations.
For the assignment that you initially posted about, is it clear how its rubric association was made?