Jira has a powerful search engine allowing you to find issues quickly. Behave Pro adds several new properties to issues that can queried against.
scenarioCount - The number of scenarios linked to the issue (Cloud only, but coming soon to Server and DC)
readyCount - The number of team members who have voted that issue is ready.
questionCount - The number of open questions from team members
If you want to query for issues that have no scenario linked to them you could use the following JQL:
scenarioCount is EMPTY OR scenarioCount = 0