Currently, when in a Team managed board, grouping issues by Sub-task and applying the filter "Assigned to me" or choosing an "Epic" hides stories assigned to the user when there are no subtasks also assigned to the user. This is by design but it can cause confusion as users may expect to see their stories as a swimlane even if there are no sub-tasks under those issues assigned to them.

We can see an example of the current behavior here: NXTSCRUM board - Agile board - Jira.mp4