It's true that at the moment we are unable to add issues that is part of a running Sprint to an Epic. There's a related Story had been raised to address this, kindly refer to it for more details on the matter:
However, at the moment there may be no other workaround for us to add issues from active Sprint to an Epic, other than removing the issue from Sprint, add the issue to an Epic, and create a new Sprint and include the issue.
Though it's not much, I hope that the info above helps.
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