This is the expected behavior of the application.
The workaround is to manually attach the defect to the User Story once it is converted. This action will add a row, which includes the ID of the User Story in the revision history of the defect.
Example:
1. Go to the US > Revision History > Take note of the Defect that was converted to the User Story.Example:
2. Go to Defects tab in the User Story:
3. Click on the "Link Existing" icon > Search for the Defect > Check > Done
4. Click on the added defect > Go to Revision History and see the User Story ID is added to the Revision History of the defect: