Milestone API not working correctly on private projects

Summary

The following endpoints according to the docs do not return anything on private projects:

Steps to reproduce

Install jq as dependency to be able to get information from JSON

GITLAB_API_TOKEN="YOURTOKEN"
GROUP_ID="gitlab-org"
ACTIVE_MILESTONE_ID="$(curl --fail --silent --show-error --request GET --header "PRIVATE-TOKEN: ${GITLAB_API_TOKEN}" "https://gitlab.com/api/v4/groups/${GROUP_ID}/milestones?state=active" | jq '.[0].id')"
curl --header "PRIVATE-TOKEN: ${GITLAB_API_TOKEN}" https://gitlab.com/api/v4/groups/${GROUP_ID}/milestones/${ACTIVE_MILESTONE_ID}/issues

Above works, but when your change GROUP_ID to a private project ID or private project urlencoded namespace it will always return an empty array even when the milestone has some issues and merge requests added to it.

Example Project

N/A

What is the current bug behavior?

API return empty array instead of the issues or merge requests attached to it

What is the expected correct behavior?

It should return the issues and merge requests

Relevant logs and/or screenshots

N/A

Output of checks

This bug happens on GitLab.com

Possible fixes

N/A