If you create new problem ticket, then open a change request ticket from that problem's process view, and close the change ticket as failed, the problem ticket becomes orphaned.  Here are the steps to duplicate:

1. Submit a new problem ticket, without an incident ticket attached.

2. From the problem process view, Click on "Work Problem" .

3. Complete the form, and Click the "Propose a Fix" button.  Add notes and click "Submit Proposal", then click close.

4. Click on "Review Fix or Workaround".  Just above the Approve Proposal button, click "Create Change Ticket", then click "Approve Proposal".  

5. Click "Submit Change Request".  A new change ticket will be created and the Problem ticket has a related task will sit active "Waiting for Change.

6.  Open the new Change ticket.  Click on Approve/Deny Change Plan, complete the form, choose an implementor, and click "Submit Change Plan".

7. Click "Approve Change Plan".  You may need to refresh the screen. 

8. Now - click "Complete Task" (impersonating the implementor).   Approve the plan and click "Submit".  Provide comments if necessary and then click "Cannot Complete" as though the change failed.

The change will be closed as failed, and the related task on the problem ticket gets orphaned.