You can’t copyright a word or phrase such as battle Royale. At best you can trademark it but I doubt they did even that. Gotta love how epic wastes no time when they think a product will create confusion with their own products, but if it’s something between two other sellers they couldn’t care less.
That being said, Epic is a private company and our use of their marketplace is at their discretion - like it or not. So while it really isn’t fair of them to force you to rename, it is within their right to request that if you’re going to use their marketplace. They can’t however prevent you from using the name elsewhere, such as Gumroad, though as you aren’t violating any trademarks by using that phrase in your project.