I have used Microsoft's VSTS for quite some time. And the good part that they have done is to have hierarchy of Epics -> Features -> Product Backlogs -> Tasks/Bugs and also they clearly linked and displayed too.
In Jira,
Story = Requirement
Task = Steps to achieve the story.
So they should be ideally linked.
Suggestion
Currently Story and Tasks cannot be linked in Jira. We can create subtasks but then it does not appear clearly in a hierarchical structure in display which VSTS does pretty well.
If we can have a structure like Epics --> Features --> Product Backlogs --> Tasks/Bugs structure and also their display in hierarchical format, it will be very useful