I am unable to add a parent link to an issue when the parent is in the same project as the child. For example, I have the Initiative issue PPT-3412 as the parent, and Epic issue PPT-4928 as the child set up in Advanced Roadmaps. 
If I remove the Initiative from the Parent Link field and then try to select another issue from the same project I am unable to find any. I can, however, find issues from other projects.

Can someone help determine if this is a bug or if I am missing a setting?
Thanks,
Scott