Yes, that’s how it works for many to many relationships (even if you only use many-to-one Wix assume its many-to-many). Both entities need to references what they are bonded to.
I agree that one of the references should be marked as a system field but how do you decide which one is the “master” in the relationship ship?
I personally avoid Wix multi-reference field as I find them really complex to work with and I often have an issue with more advance use case