It makes some level of sense to me, as issues, requirements, defects, changes etc, are all conceptually related: they talk about what something should (or shouldn't) do, not about what something is or how something works. (Not sure about test here, tests talk more about how something is QA'd.)
That said, to say that an issue or a change is a type of requirement is taking that relationship a step too far in my opinion. Rather, I would say that they should all be instances of some other metaclass -- call it specification ("something which specifies"). That way, a requirement stereotype wouldn't be applicable to issues, etc.
It should be noted that requirements are not part of the UML standard because reasons.1 Sparx added them because, hey, turns out a lot of people actually need a way to specify requirements even if they work in UML.2 So Sparx is free to do what they want with these elements in terms of definition and semantics.
It should also be noted that EA's requirements are a bit of a hack. There are requirement types, which can be configured in a project (meaning the configuration is stored in the project database) along with weights which are used in project estimation. The type is stored in the stereotype column of individual requirements, and that's where Sparx went wrong -- it should have been a tagged value.
So if you use project estimation, your stereotyped requirements won't affect the estimate. For that to work, you need to configure those stereotypes to be in-project requirement types as well.
In all it's a bit of a mess. But it could be fixed if Sparx decided it's worth spending the hours on. With not-too-many tweaks and fixes, EA could become a pretty good tool for requirements engineering. Which is still a thing in these days of, what is it, post-scrum? or are we at post-post-scrum by now?, but of course only in fringe small-scale industries like aerospace, defence, automotive and places like that.
/Uffe
1 My hunch is that Ivar Jacobsson, who to my knowledge has not been involved in any actual software engineering for the past thirty years, decided that use cases are always better because they kinda worked in some project at Ericsson in the seventies so there.
2 There are requirements in SysML. I guess mr Jacobsson kept his grubby little paws off that one.