Yeah, that does seem to be the case. The only other JQL based option I can think of is to use another function: coveredByTestCasesHavingField() which enables you to bring in other test case fields. If your Test Case folder structure is the same as your Test Cycle folder structure then you might be able to achieve the same thing by referencing the folder, e.g. project = MGS and issue in coveredByTestCasesHavingField("folder", "/Orbiter/Cargo bay"). Other potential options are test case labels, components or custom fields.
But... thinking back to when I had the Server version of Scale, there were a set reports that you could run based on Issues. If those reports still exist you should be able to run those by Test Cycle, and that might do what you want, just in a different direction: Scale to Jira instead of Jira to Scale.