Every so often i notice that my parents are shown as only related to me through my brothers. But other times everything is fine (just checked now, and it's ok).
I suspect that algorythm doesn't run live but rather reparses the tree every once in a while and creates "shortest path" hints in some way or another. At least that's how i'd do that if i were coding it.
I doubt that there's something that can be done on our end here. But i would be glad if i were wrong.
It sorts itself out eventually, sometimes after a week or two.
Also, if you've been working on another part of your tree, sometimes it gets "stuck" on that part and miscalculates on that basis for a while.
Give it some time to get sorted, and if it doesn't, ask a Curator (one of those folks with the blue-purple C displayed by their name) for assistance.
Yes, this just happened to me- I "lost" the Grandfather connection when I merged profiles. Now I just have a distant cousin connection to sets of Grandparents. I hope it settles. It would be nice to show all relationships, however, in one search (maybe show the most direct line, then have a choice for other ....)