When a sample PLAY MODE is set to FWD it will stop playing when it reaches the end. Similarly, if it set to REV and reaches the start it will also stop playing.
So what happens in the example is that the sample plays forward (FWD), then switches to reverse (REV), but the moment that it is supposed to switch to FWD again, the sample has already reached the start point and is thereby stopped. So this is normal.
What you could do, for example, is to “drag” the speed of MOD1 back a tiny bit on the start - thereby having a longer first forward time than the others, meaning that it will never reach the start point again. In the project, set MOD2 to the following for instance:
DEST: MOD1 SPD
WAVE: EXPO
MODE: ONESHOT
DEPTH: -0.01
SPD: 48
MULT: 2
FADE: 0
SPH: 0
…then it will cycle forwards and backwards 