Entities lose their scores when switching dimensions

The bug

When an entity other than a player switches dimensions, its scoreboard values are removed.

To reproduce

1. /scoreboard objectives add Test dummy

2. /scoreboard objectives setdisplay sidebar Test

3. /scoreboard players set @e Test 1

4. /execute in the_nether run tp @e 0 128 0

   → Only your score remains.

This issue occurs as well when teleporting entities into the nether via a nether portal.