Though, you may need a cyclic directed graph for fictional family trees and time travel paradoxes.
The graph of civil relationships can certainly contain cycles. If the relationship in question is "is a legal parent of", for example, then adopt your parent.
The opportunities for cycles multiply if both blood and legal relationships are taken into account.
In an August 1992 interview with Time Magazine Allen said, “I am not Soon-Yi's father or stepfather”, adding, “I’ve never even lived with Mia. I've never in my entire life slept at Mia's apartment, and I never even used to go over there until my children came along seven years ago. I never had any family dinners over there. I was not a father to her adopted kids in any sense of the word.” Adding that Soon-Yi never treated him as a father figure and that he rarely spoke to her before the affair, Allen seemed to see few issues with their relationship.[196]. https://en.wikipedia.org/wiki/Woody_Allen
However, if your mapping out relationships in software without considering the timeline it looks like a circular relationship. Further, I am sure you can find cases that are actually incestuous.