I checked Why do Bayesian Networks use acyclicity assumption and read two books on Bayesian probability but I haven't found why DAGs (Direct Acyclic Graphs) are must and what would possible be wrong if we would have cycles.
Also the link on the post I am referring links to the broken math.stackexchange.com page.
Could you provide one example how to break cyclic graphs to DAG and why cyclic graphs won't work?
To me it is just how we interpret the Bayesian network, but yeah, I am lost.