I recently downloaded this plugin on my Apex Hosting server, and followed the steps to link each of my several worlds to its own nether and end dimension, after setting this up I entered a portal, and it worked fine, but when I tried to go back, it told me that the nether did not have a linked nether dimension.

Did you link them both ways? So example you need to do 2 command /mvp link overworld nether and /mvp link nether overworld

Even if worlds are linked properly on plugin side, you have to allow the default level nether to link overworld -> nether.

This is spigot specification (that is not documented).
Without default level nether, PlayerPortalEvent won't be fired.

Yes that the behaviour of the server software, there is nothing mv can do.