Anyone can add an issue anywhere in PI they have add permissions. You are not limited to just a project or a task.
You can also add a task and project affiliation to an issue from anywhere. This allows your team to maintain issue systems outside of the project permissions structure while still allowing for reporting with the affiliated project and tasks.
When adding an issue to a task, Project Insight will associate the task to the issue as an attached item and defaults the affiliation to that project and that task. Team members and Project Managers can edit the affiliated project and task without moving the saved issue.
When viewing the "Related Items" column in the task list, related issues may or may not be in the attachments column.
Our best practice is to manage any issues, task related or otherwise, from issue reports to ensure PI includes all expected issues in your list.