Heidegger uses the term "contingency" in the sense of "dependent on or conditioned by something else" or "subject to causality," meaning that the notion of the transcendence-that-is-the-opposite-of-contingency stems from our intuition about the necessity of the first cause, or an intuition that allows a theoretical possibility of a discontinuity in any chain of causation.
In other words, insofar as we picture the world is an aggregate of adjacent or nested boxes, we need to have a model of how communication between these boxes is possible in some causal form of signal-sending. This line of questioning leads us towards a theory of knowledge. This is why Heidegger terms this conception of transcendence--the transcendence that is the opposite of immanence--epistemological.