I was confused by the title. Apparently epics are a way to organize issues by themes across projects. GitHub doesn't have this concept, in case anyone else was wondering.
That's because github isn't trying to be a replacement for JIRA and source control for most teams.
https://github.com/features/issues
Scroll down to "break issues into actionable tasks", and they have an example that's even labeled as an "Epic". They are definitely headed in the same direction as Gitlab.