Normally this can occur when there are formulae involved in either or both of the columns.
When both the columns are entered data this should not occur.
A circular relationship occurs when Field A in Table A is dependent on Field X in Table X , and you now try to create a relationship where Field X in Table X is dependent on Field A in Table A.
If you are still facing the problem , can you upload your workbook ?
I am sorry , but I have only Excel 2010 , and I am not able to open the Power Pivot window using your file , since you probably have Excel 2013 or later version , in which you have created the Data Model.
Unless you upload it so that there is compatibility with Excel 2010 , I cannot help. Sorry.