It is pretty easy to show that given a prime $p$, $$A = \mathbb{Q}(i, \sqrt{p}) \cong \mathbb{Q}(i + \sqrt{p}) = B$$
Obviously $B \subseteq A$, and by manipulating $i + \sqrt{p}$, we can conclude that $$\{i,\sqrt{p}\} \subset B \implies A \subseteq B$$
But I'm just wondering if it is still true for a non-prime $p$?
This is true. As we have that containment, it suffices to show that the degree of $\mathbb{Q}(i, \sqrt{n})$ over $\mathbb{Q}$ is the same as the degree of $\mathbb{Q}(i+\sqrt{n})$ over $\mathbb{Q}$. It's easy to show that $[\mathbb{Q}(i, \sqrt{n}): \mathbb{Q}] = 4$. To show that the same is true for $\mathbb{Q}(i + \sqrt{n})$, we just need to find the degree of the minimal polynomial for $i + \sqrt{n}$ over $\mathbb{Q}$.
The degree of this polynomial will be equal to the total number of distinct Galois conjugates of $i + \sqrt{n}$ per this result (these will be its roots). One can check that the only valid $\mathbb{Q}$-automorphisms of this field are generated by $i \mapsto -i$ and $\sqrt{n} \mapsto - \sqrt{n}$, which yields a set of four Galois conjugates: $\pm i \pm \sqrt{n}$. Thus, $[\mathbb{Q}(i + \sqrt{n}): \mathbb{Q}] = 4$, and the two fields are isomorphic.