Currently, there isn't a way to drag and drop a Task with no Parent(epic) under an Epic in the List View and that would add the Epic as the parent of the Task. 

This would be helpful to add issues to epics in the List View quickly and efficiently. 

WORKAROUNDS

TEAM MANAGED Projects

You have to go to the Task itself and then select the three dots in the top right corner of the Task, select "Add Parent" >  then select the Epic, and that will then make the Epic the parent of the Task. 

Where to find the "Add Parent" button in the Issue Details more section 

Company Managed Projects

You will need to use the "Epic Link" field and make sure the field is on the Screen of the project and then you will be able to go to the Issue(Task) and select the Epic Link and then select which epic you want to have this Task set as the parent.