Need advice a backlink found only on a sitemap

I need your advice. I bought a backlink on a link exchange platform. When I checked it, I realized that the page belongs to a directory that is not accessible at all via the home page.
I launched a screaming frog crawl (without taking the sitemap into account) to validate my observation. Indeed, I can't find the page with the link.
However, the sitemap does show the page and directory.

To illustrate my point:
It's as if my link was on a URL "site.com/blog/article" but the entire Blog directory was inaccessible from the site. There's no internal link.
But I do find a sitemap that lists all the articles in the/blog/ directory.

What do you think of this backlink? Does it really take advantage of the domain's power?

This is what is known as an orphan page - nothing links to it, so nothing can find it. As there are no internal links pointing to it, you won't get any of the domain's power (if it has any to begin with). To get any worth out of it you'd have to juice it up yourself with tiered link building.

That's what I thought... I had a doubt as it was declared in the sitemap though. I've already boosted the link via another backlink, but hey, I'm still losing link juice associated with the site.