Description of the problem, including code/CLI snippet

I am trying to change milestone of issue. I understand that I should set milestone_id with valid ID of milestone (reference #612 as well as https://docs.gitlab.com/ee/api/issues.html#edit-issue). The problem is that it seems to not work. The code passes without any error or warning but issue still has the old milestone assigned.

    project = ctx.projects.get(265)
    issue = project.issues.get(729)
    issue.milestone_id = 1372
    issue.save()

I am sure that I am setting correct milestone ID as I am getting it just few lines prior using code:

    group = ctx.groups.get(GROUP)
    new_milestone = next(group.milestones.list(title=new_milestone, as_list=False))
    print(new_milestone.id)

Expected Behavior

Milestone changes.

Actual Behavior

Nothing happens.

Specifications

• python-gitlab version: 2.6.0
• API version you are using (v3/v4): v4
• Gitlab server version (or gitlab.com): 13.10.3