This sounds like a bug! Can you provide a screenshot or more information so we can see what's the deal, or perhaps you can open a Support Request with Atlassian? support.atlassian.com
I had this problem as well. In my case, the Epic was owned by another team with different board. After I added the board to the Portfolio Plan, the "Issues without parent Program Epic" dropped significantly.
The search query for the plan, or the search query for the board the plan uses, must pick up the Epic in the results for it to shown on the board.
Same answer to see other project Epics on the backlog view FYI.
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