I'm getting "Pull request does not mention any issue" even though the body of my PR contains the closed issue. It looks like this:

Closes #1234

while 1234 is a valid issue which was selected from GitHubs auto-complete dropdown (when pressing '#').

One thing that might be important is that we are using a different branch than "main" against which we want to merge the PR to. We have main too and main is the default branch. So we are NOT merging against the default branch (in case that might be an issue).