Clarify where milestones are coming from in the UI

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This transpired from a ticket: https://gitlab.zendesk.com/agent/tickets/81837

Repro steps:

• Create a group.
• Create a project in the group.
• Create a milestone on the project called "project_milestone".
• Create a milestone on the group called "group_milestone".
• Create an issue and assign a milestone to it.

In the milestone assignment box, you'll see both project and group milestones:

If you navigate to the project milestones page, you'll only see project milestones (true, but confusing)

If you navigate to the groups milestones page, you'll see group and project milestones

In the old nav it's near impossible to figure that out, in the new nav, it's a little bit clearer, but only after we spent ~30 min trying to figure out why we could see a milestone in the dropdown but not in the project milestone page.

Some UI/UX love here to simplify would probably be helpful. I think if we just showed the group level milestones page always that makes it clear enough. Not sure what the downsides are.