The Octopus Deploy plugin is only compatible with Jira Software Cloud as Jira Server (on-prem) does not support the APIs required to enable this functionality. The required deployment module is not available for Jira server and it doesn’t look like it's on any road map. I tried finding a feature request through the support site and was able to find anything to upvote.

• https://octopus.com/docs/deployment-process/issue-tracking/jira
• https://developer.atlassian.com/cloud/jira/software/modules/deployment/