Unfortunately this is a fairly built-in term used by Jira, and probably quite cumbersome to change. It dates back to when Jira was essentially just a bug/issue tracking tool. Everything in Jira is referred to as an "issue", and yes it does cause confusion with new users. This is usually the first thing I explain to new users during training.
If you actually want to track Risks & Issues for your project, I would suggest creating a new issue type for "Risk" and maybe one called "Project Issue". We have a similar issue type called RAID, with a custom field to state which RAID Type it is.
Hope this helps.
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