Select distance between cities in two directions
I believe your CTE already gives you the list of all distances between any two Cities, so you just need to join the CTE to itself on reversed City fields to get the reverse results like so:
WITH CityDistances AS 
(
    SELECT 
        CITYA_id,
        CITYA,
        CITYB_id,
        CityB,
        DIS_IN_KM
    FROM DB.dbo.DISTANCE d
    INNER JOIN cities c
        ON d.CITY_1 = c.CITY_NO
)

SELECT 
    CD1.CITYA_id,
    CD1.CITYA AS [starting point],
    CD1.CITYB_id,  
    CD1.CITYB as destination, 
    CD1.DIS_IN_KM AS [distance in km],
    CD2.CITYA_id AS [CITYA_id 2], -- Note you can call this CITYB_id instead if that's clearer to you (CD2.CITYA_id = CD1.CITYB_id)
    CD2.CITYA AS [starting point 2],
    CD2.CITYB_id AS [CITYB_id 2], -- Note you can call this CITYA_id instead if that's clearer to you (CD2.CITYB_id = CD1.CITYA_id)
    CD2.CITYB AS [destination 2], 
    CD2.DIS_IN_KM AS [distance in km 2],
FROM CityDistances AS CD1
INNER JOIN CityDistances CD2
    ON CD1.CITYA_id = CD2.CITYB_id
    AND CD1.CITYB_id = CD2.CITYA_id