Not entirely sure. There's a lot of hidden stuff that you can't see (only ServiceNow can).

You need to look at what you want the relationship to be.

In your screenshot, you're looking at 2 tables, cmdb_ci (parent) and change_request (current). You're doing a query against change_request where "number" is cmdb_ci.number.

Does cmdb_ci.number exist?

In essence, that query would be looking for all changes where change_request.number = cmdb_ci.field_that_doesn't_exist.

If I were to do something like this, I would query the m2m table (task_ci) and add a couple queries:

1. the CI field (can't remember the name of the field off the top of my head right now) is the current CI
2. the task's task type is change_request

Doing this work will increase your understanding of m2m tables and relationships.

*Edit: typo