I think mendix create Id for every object . so you can not add the same object twice to the same Reference set(which will not allow dublicte object) .
That's my experience. I wanted to associate tasks with jobs which were composed of tasks, such that many jobs might include the same task, and many tasks might make up a single job. In order to achieve that I needed to decompose the many-to-many relationship explicitly in the metamodel by saying one JobTaskMapping object has one Task and one Job, so that it says this job includes that task; and that each Job and each Task can have many JobTaskMappings. Perhaps that approach will work for you?
I suspect from a data management point of view many-to-many situations often mean that there is data about the "mapping" object that you might need to capture and this turned out to be the case here.