It would be nice to rank the Epics against the other Epics - independant of the Stories that are linked to them. It is a cross-team activity before the different teams start working on their parts of the Epics. So Epics need to be ranked sometimes even before Stories exist.

May be the two Screenshots illustrate the problem:

nothing to select in Backlog

I can easily set the Rank of Epics in ClassicBoard.
In both cases, the Filter filters for Epics only.