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Those Epic (actually Epic link) does not exist for sub-tasks because you are expected to infer it from their parent stories.
This is a little annoying at times, I've always wanted Atlassian to implement a read-only field on sub-tasks that would echo the epic-link from the story of which it is a part, so you can search and report on them.
I regularly set up a scripted field for that for clients.
There is a story link on that view though - look to the top left, where you can see the key of this sub-task and the key of the story it is part of.
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