It is not possible to assign a released transport request to a project in a standard way. The Transport Request becomes non-modifiable after releasing. However, there are possible solutions for this.
Solution 1: (preferred) Create a new blank request. Assign it to the project. Merge request which is released and not assigned to the project to the new blank request in SE03. All objects will be assigned in the merged request. Then release the merged request.
Solution 2: This solution can be used if it is really essential. The project assginment to a request is stored by SAP in the table E070A with a record with TRKORR = request number, POS = Dictionary Line Item = last sequential number (115 in my system) for a released request assigned to a project, ATTRIBUTE = SAP_CTS_PROJECT (Project in Change and Transport System) and REFERENCE = the project id (project id = Value of field TRKORR in the table CTSPROJECT against your project id which you can locate under the field EXTERNALID) . So compare one released request assigned to the project and the request which you have released without assigning to the project and see the records with ATTRIBUTE = SAP_CTS_PROJECT. You will be able to see only one record for both requests because this record is missing for the request which you released without assigning to the project. So Insert a record for your released request replicating this record in debugging mode. After inserting such a record in this table, the request gets assigned to the project and appears inside the project in SE09 or SE01 or SE10.