Redirect is a literal redirect – taking you, in your case, from a defined URL on domain A to another URL on domain B… and that’s it.
What you’re asking for is a Rewrite.
But this requires rewriting the hostname – which the standard Rewrite Rules product does not support. See: Rewrite URL rules. In short, you need an Enterprise plan to do this with any Cloudflare Rules product.
But you may be able to proxy the entire site with a Worker (provided you have the permission to do this, there are no security restrictions in the way, and, of course, you have to write and deploy the Worker code yourself).
If domainB is not active in your Cloudflare’s account, you can still do this kind of URL rewrite with Snippets. Here is an example, you just need to remove the status code logic from here: Route to a different origin based on origin response | Cloudflare Rules docs. This template is also available in the dashboard under Rules > Templates tab.