Why are those four letters called the prison epistles?
The letters are called the prison epistles because they were written from Rome while the writer was imprisoned under house arrest. Ephesians, Philippians, Colossians, and Philemon were composed during that Roman custody, so the label comes from the circumstances of their writing.
Les explains that after Romans, about four years later, the writer wrote from Rome while in prison under house arrest. Those four letters—Ephesians, Philippians, Colossians, and Philemon—are dated to that Roman imprisonment. The next year, still in Rome and still under house arrest, that is why they are called the prison epistles. Les notes it was not a dungeon but a house arrest.