Epics are not displayed as other tickets in the Plan tab, inside Sprints.

Having said that, I can simply edit an Epic and add it to any Sprint I have.
I can also have a Story inside a Sprint, change it's issue type to Epic and it will remain associated to the Sprint.

Since the main purpose of Epics is to have a "larger user story" across multiple sprints, I believe there's no reason why you should be able to add it to a sprint, or keep it in one when moved from Story to Epic.