When adding a feature to an epic being itself related to an initiative, the feature does not automatically belongs to that initiative. As a result, the feature won't show up automatically in the strategic roadmap. A workaround consist of going on that feature and assigning manually the initiative, which is a tedious process.
As a user, I would like to have an option that allows to automatically set the initiative on new features, when this feature is created within an epic linked to an initiative.