Sadly you cannot achieve the desired search using standard features on Jira, you must go for a third-party app instead. Using i.e. JQL Booster Pack you can type the following:
Search all Epics without Stories
type = Epic
'"Epic Link" IS NOT EMPTY'
Using this app you can also query other issues relations, check:
Hope this helps you to create awesome queries <3
project = PROJECT and issuetype = Epic and issueFunction not in hasLinkType("Epic-Story Link")
project = X and issuetype = Epic and issueFunction not in epicsOf("project = X")
issuefunction is something that might be available with scriptrunner plugin and you might need a scriptrunner plugin to achieve this
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