The Scrum Team creates separate tickets for testing

Have you come across this problem? If so, what did you do? 

The Product Owner manages the Product Backlog. In your situation, the PO is coming across this problem right now. So, have you asked them what they are doing, and how they are able to organize and order "test tickets" in meaningful relation to other work?

"it’s more convenient for them."

That answers the question

Scrum team is self organizing

Scrum master or Product owner don't manage the team, and don't have any power to tell team members how to act, as long as their actions fit in general Scrum framework.

My Scrum team regularly creates and estimates separate tickets for testing during the sprint.

First: please define what a "ticket" is? Is it a User Story or a Task?

Second: On the original Scrum Boards, the User Story stayed at the beginning of the Board, while the individual units of work were represented by tasks, each with their own weight (the combine weight of the tasks = the weight of the User Story). Development could be several tasks, testing was minimum one task, but could also be several tasks, etc...



This was and is the normal working procedure on a Scrum Board.



It was only when Scrum Teams started to use Kanban Boards, especially digital Kanban Boards that a User Story should include all tasks, testing, etc... because you have to move the User Story completely over a Kanban Board.



So use a Scrum Board instead of a Kanban Board, all digital applications (Jira, Azure, Octane) have both options.