I don't know on which travel site you did your research, but if I were you, and if you want reliable information I wouldn't go back to this travel site. :))
So are you saying that travel in ferries between these islands are
possible whole yr round?
The islands are not theme parks intended for tourists with fixed opening hours and days. They are inhabited by people who, just like you, have stores, supermarkets, pharmacies, mechanics, who need to be supplied with food, toilet paper, microwave ovens, trucks, medicines, materials to build roads and houses.
They also travel on other islands or on the mainland to see their family, have administrative or medical appointments .
Without ferries all year round, life on an island is impossible. (sorry for this long explanation which may seem obvious)
On the other hand, almost no islander needs to go from Mykonos to Santorini (or vice versa). This is the kind of ferry connection that is only used by tourists during the tourist season.
So not only you won't find a direct flight from Mykonos to Santorini, but you also won't find a ferry between these islands from late October until mid-March.
Besides, if I can understand the desire to see Santorini, I wonder why you want to go to Mykonos.
Everything you see in travel brochures or websites, white washed houses, blue domes, beaches, you will find it in the other 18 Cyclades islands.