Unable to build many to many relationships between Contact & Account

We are using CDM data model to store some details which we are getting from one of our external sources. And we want to fetch them from CDM table to use the data in case to improve performance. But we are unable to link single contact with multiple accounts. Below steps describe issue we are facing in our use case.

1. Create account instace (A1).

2. Create contact instance (C1) and link it with account (A1).

3. Create Account instance (A2).

4. Link contact (C1) to account (A2).

5. Retrieve data by using D_Contact_List data page by passing required parameters (which includes AccountID)

6. Observed that for account A1, no contacts are retrieved. And for account A2, contact C1 is retrieved.

Note: When contact C1 instance is checked, account ID in Account page is overridden with AccountID of A2.