It's not a question of "chain of command". It is a question of "appellate jurisdiction".
"The Supreme Court of the United States has discretion under 28 U.S.C. § 1259 to review cases under the UCMJ on direct appeal where the U.S. Court of Appeals for the Armed Forces has conducted a mandatory review (death penalty and certified cases), granted discretionary review of a petition, or otherwise granted relief. "
The Supreme Court has the authority to review courts-martial and to consider the lawfulness of a military order. As with most cases submitted to the Supreme Court, unlike most lower courts, the Supreme Court may refuse to hear a case without comment.