I stumbled upon this problem while thinking about quadratic residues:
Find all triples $(p,q,r)$ of primes such that $$\genfrac(){}{0}{p}{q}\cdot\genfrac(){}{0}{q}{r} = \genfrac(){}{0}{p}{r}$$
I didn't make much progress beyond some trivial observations.
One can demonstrate infinitely many solutions as follows:-
Let $p$ and $q$ be distinct primes congruent to $3$ modulo $4$. Then $\genfrac(){}{0}{p}{q}$ and $\genfrac(){}{0}{q}{p}$ have opposite signs.
Therefore, for any other odd prime $r$, precisely one of $(p,q,r)$ and $(q,p,r)$ satisfies your rule.