Known issue since the first 1.14 snapshots.

Issuing a /tp to some entity teleport you to this entity's coordinates, but in the same dimension you are actually in. For instance, teleporting from the Overworld to a player in the Nether will teleport you to this player's coordinates, but in the Overworld. Prior to 1.14, it was teleporting you relatively to the dimension the target is.

In order to bypass this limitation, you now have to run /execute in {target_dimension} run tp… instead of /tp.