How to update Vulnerability status from GitLab UI to JIRA in an automated fashion (JIRA integration)

Proposal

Problem to solve This problem concerns automatically updating the vulnerability status in the related JIRA issue whenever the status is changed from the GitLab UI, when the Create a Jira issue for a vulnerability feature is used.

Further details Gitlab has a feature to create a JIRA issue from a vulnerability. To further expand on this feature, a 500 Premium customer would like to request for an improvement on automatically updating the JIRA issue status whenever the vulnerability status is updated on the GitLab UI. The current way to do it is to go into JIRA and updating the issue manually, or resolving the CVE with a merge request and mentioning the JIRA issue ID.

Note that the customer has trialled GitLab Ultimate and is requesting this feature. I have attached an example of what they are looking for (this is Snyk's integration with JIRA)