Mapping not pulled across from "Lookup More Records" New button

I have a mapping that works fine if I click a lookup and click the New button from the entity itself. It then brings the name of the originating entity and puts it in the name of the new entity.

However, if I click the lookup button, look up more records and then create a new record there, the mapping doesn't track across.  Am I doing something wrong, is this a bug or is this "how it's supposed to be"?