Currently, when you create a Feature Roadmap, selecting a Sub-Release of a Master Release does not cause said Sub-Release to appear on the roadmap. Ideally, they should appear, but at worst the choices should not appear in the Release selector.
Thank you for your idea. Currently sub-releases do show on the releases roadmap, grouped within the master release. You can find more details on how to setup portfolio releases and see an example of the resulting features roadmap in the screenshot at the very bottom of this article.
I should have clarified in the ticket that I am aware that I can make them appear by selecting the Master Release in the "Filter releases" drop-down. However, I would argue that it is confusing that the Sub-Releases themselves appear in that list, and are selectable, but that selecting them does not appear to have any effect on their visibility.