When subtasks were first introduced in Asana, they did not belong to their parent task's project. It was an
initial design decision. Since then, based on community's feedbacks, Asana made several steps towards a situation where subtasks would fully belong to projects. We know there are concrete features on both small term and long term roadmap, for example subtasks on timeline.
Solutions
Use sections and custom fields to limit the use of subtasks because often the parent task is a topic/category, not a real task.
Split a project into multiple projects to be more comfortable.