This one is hard to explain, so I'll just tell you how to make it happen.

1. Run "/summon villager ~ ~ ~

2. Run "/summon trader_llama ~ ~ ~ {Leash:{UUID:[I;"make UUID here match UUID above"]}}"
3. The trader llama spawns, and then disappears instantly!
4. Spawn a trader llama with a spawn egg
5. Run "/data merge @e[type=trader_llama,limit=1,sort=nearest] {Leash:{UUID:[I;"make UUID here match UUID of the villager"]}}
6. It's gone!
7. Do the same with a normal llama.
8. It works just fine

Code Analysis

The code analysis can be seen with a fix in MC-168188 thanks to Thumpbacker