There is an issue when building pull requests and the clone trait is present with shallow clone option.
Apparently you need some history in order to be able to do a merge.

We need to disable shallow clone when we know a merge will take place.

At the first look, this can be fixed in
com.cloudbees.jenkins.plugins.bitbucket.BitbucketGitSCMBuilder
org.jenkinsci.plugins.github_branch_source.GitHubSCMBuilder

I had identified the problem using bitbucket-branch-source-plugin but the should be visible on github-branch-source-plugin also..