Link Parents?

Hi,
Thanks for the great product. I’m using two shortcodes that work well:
[simple-sitemap types=”page”]
[simple-sitemap-group types=”post”]

In both cases, however, the parent pages aren’t linked. (For the posts, the category page is a custom post page). I’m sure I’m missing something….can you please tell me how I can link the parents to their pages?

Thanks!