Unfortunately we currently only support recursive property paths for those SQL databases that support common table expressions (CTE). For the remaining backing databases we'll need to evaluate those paths locally (sending separate queries to MongoDB for each "hop"), which is an enhancement request on our backlog.
Depending on how you're running Stardog, you could cache this VG and then the recursive paths would work as the cache is effectively a Stardog database. If this isn't supported with your license, your best bet is to materialize the portion of the VG that you wish to query with recursive property paths.