Certain dungeons award permanent epithets when the player successfully complete them for the first time.
Players sometimes notice that these epithets are not rewarded. This is because these epithets are rewarded as part of a quest, which begins, is accepted, and then completes, awarding the epithet, all without notifying the player.
However, if a character has too many ongoing quests, this mini-quest for receiving the epithet won't be awarded. Try removing or completing some if your character's active quests, and then completing the dungeon again. You should receive the epithet properly.