Links in Anytype are directional so you can click on a link to go from page A to B, but there is no magic link on page B to go back to page A. You will need to add that link manually. You can use the navigation button to see what pages link to your current page (backlinks).
I think there will be a challenge in determining what the root page is to start with in the Set. I’m wondering how you’d (prefer to) see circular references like I describe here.
Maybe choosing a “root” Object manually as part of the configuration of the Set would resolve this?