FileMaker supports a concept called "tunneling". Tunneling is the process of accessing related records more than one table occurrence away from your starting point. If you had these relationships: Table1-----<Table2-----Table3 you can use tunneling to access data in Table 3 from a layout based on table 1. But this requires that there be only one "path" from Table1 to Table3 so that it is clear that the relationship from Table1 to table2 to table3 is what must be evaluated to produce the records from table 3 that are accessible on your table1 layout. If there were also relationships from table1 to table4 to table3 there would no longer be such a clear "path" from Table1 to Table3.
Thus, FileMaker will require you to create a new "instance"--a new Tutorial: What are Table Occurrences? of one of your tables in order to get the relationship that you need without creating any such "multiple paths" from one occurrence to another in your relationships graph.
Thanks for such a clear and concise answer. It now makes perfect sense. Although I may never use the tunneling process it is nice to know that it's there if I should need it.