Engines infer importance from a site's own link graph: pages linked often from valued pages get crawled sooner, indexed more reliably, and rank better. Orphan pages — reachable only from the sitemap — are effectively marked unimportant, and on new domains they're routinely left unindexed.
The working pattern is hub-and-cluster: a pillar page links to its supporting articles with descriptive anchors, supporters link back and sideways to each other, and money pages receive links from every relevant content page. Anchor text should say what the target is ('white-label SEO reports'), not 'click here'.