Hey @adrian.szlama, I’m stepping in here for Marie!
I am sorry to hear that you are running into issues with this, I completely understand what you mean.
In order to move Subtasks under a different Parent-Task, you would currently have to click into each Subtask to access the Subtasks menu, you cannot currently move multiple Subtasks under a different Task through the dropdown menu.
An easier way to do this may be to simply drag the Subtasks into the Project itself and then under the new Parent-Task. You can learn more about this here. Let me know if you have any follow-up question!