This is probably with all mobs (maybe even with players), but you can see it best with entities you can ride:

1. Summon a rideable entity (but not a horse)

   /summon pig ~ ~ ~ {Passengers:[{id:"cow"}]}
   

2. Teleport rider (here Cow away)

   /tp @e[type=cow,distance=..4] ~ ~-1000 ~1000
   

   The cow is still somehow riding the pig even though it is in the void:

   Pos:[0:-863.029259801175d,1:-943.3250000178814d,2:1488.0782719644458d]}
   

   You can still give the pig a saddle (rightclick) but when you then try to ride on it, it doesn't work