If you’re writing note [[a]] and create links to [[b]] and [[c]], the graph will only show the connections [[a]]—[[b]] and [[a]]—[[c]]. Only if you link to [[c]] from [[b]] or vice-versa, will these two be directly connected.
I believe this is the only reasonable, manageable behavior. Otherwise, the graph would become a jumbled mess in no time, with a single, densely linked note being responsible for possibly dozens of mutual connection between its linked notes.
However, if, while writing in [[a]], you discover a strong connection between [[b]] and [[c]] that’s independent of [[a]], you can help shape the graph accordingly by writing about that in one or both of those notes.
This must be one of my most convoluted replies ever. I hope it makes some sense.