Task is probably the default issue type in the Issue Type Scheme for this project.
Or maybe the Epic issue is missing all together as Nic suggests.
More information about Issue Type Schemes can be found here: https://confluence.atlassian.com/display/JIRA/Associating+Issue+Types+with+Projects
Cheers,
Peter
Have you tried changing the issue type to Epic? If it's not on the list, then you need to check that the project issue type scheme contains Epics (and add them if not)
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