When Sub-tasks use a separate Workflow, and their final Status ID is different from that of the main tasks, JIRA Agile will not allow the user to complete the Sprint unless the sub-tasks are included in the Board filter. The cause is that it's looking only for Status IDs included in the Done column.

Steps to reproduce:

1. create a Sprint on a Board with a filter that doesn't include Sub-tasks;
2. finish all tasks on the board as well as the sub-tasks;
3. try to complete the Sprint: Agile will complain about Sub-tasks not being finished.

Workaround: modify the Board filter so that the Sub-task final status is included in the Done column. Make sure the resolved status for your sub-tasks is placed in the green column.