When creating a component with multiple states, like a mobile menu for navigation, the interactions from the default states are not inherited to the new states. you have to manually define all interactions again, for all states. This must be considered a bug and be addressed.
The workaround now is to add another component inside the component that just holds the navigation. But this only solves interactions between artboards, not interactions between component states.
Hey there, I get the issue you're having. Other states inheriting interactions automatically for the same elements might turn out to be annoying, as much as it can be useful. States can be used for a lot of things and it depends how much of the time that behavior is required.
I agree it's annoying having to go to 5-6 states and rewire the same elements. Perhaps it makes sense for it to work like in artboards - if you copy elements with links from one state to another while on the prototype tab, the links should be preserved.