When saved within a structure block, the chain knot entity saves the original opposite position, however it does not change it to account for the different placement of the structure, thus breaking.

Will be fixed in the upcoming release

If this isn't an edge case I don't know what is.

It's perfectly understandable if you don't want to fix it, I can imagine that it'd be quite difficult, if not borderline impossible. If you were to fix it, it'd be helpful for using the chains as decoration in custom structures, which is what I was looking into, but it is ultimately a niche case so, once again, don't worry about it if you don't want to spend your time on it.

This can be fixed by storing the relative position instead (in the NBT) I think.