I have a JIRA 2.0 integration setup for one of my workspaces. When I push over an Epic containing Features and Requirements, the Features are linked to the Epic but the Requirements are not linked to the Feature. So in JIRA, you can easily see how Features relate to an Epic, there is an explicit link. BUT there is no immediate link between Requirements and Features, so you would never associate them together.
To temporarily remedy this, I manually add the link between requirement and feature before pushing to JIRA. Then if I push it and resend all fields (or add the links after the first push and then resend), JIRA will show a relationship between Features and it's Requirements.
If more info is desired, I can create a step by step guide and provide that to help descirbe what I am seeing.