Player cannot spectate entities in another dimension

The bug

When you're in spectator mode and use the /spectate command on an entity in another dimension, you won't teleport there. Instead, you'll teleport to the same coordinates but in your current dimension.

To reproduce

1. Load a few chunks around you.
2. Be on spectator mode.
3. Teleport to the end using /execute in the_end run tp @p 0 100 0
4. /spectate @e[type=cow,limit=1]

Expected behavior

The player would be teleported to the dimension the entity is at.

Observed behavior

The player behaves as if it were spectating an entity, but stays in the same dimension.