The writing of an index entry in the .idx file happens when the page where the \index command eventually appears.
In order to be able to compile the index on the fly, that is using MakeIndex for transforming the .idx file into the .ind file containing LaTeX instructions, imakeidx closes the .idx file when LaTeX encounters \printindex.
In your example, \backmatter issues \cleardoublepage, so TeX is on a fresh page. The command \index{scientist|see{Einstein, Albert}} doesn't produce any box on this page. After this, \printindex closes the .idx file, so the \index command has had no chance of being written on this file, because no page has been shipped out since the command has been processed.
If you want to add “see” entries in a single place, the solution is to put them before \backmatter, or else to disable the automatic run of MakeIndex with the option noautomatic to imakeidx (which requires manually running MakeIndex and then rerunning LaTeX).
I'd probably put them after \begin{document} or in an external file to be \input after \begin{document}.
Just as an exercise, but don't take it too seriously, here's a way for adding the index cross references just before \printindex.
\documentclass{book}
\usepackage{imakeidx}
\usepackage{etoolbox}
\makeindex
\makeatletter
\newenvironment{crossreferences}
{\patchcmd{\protected@write}{\let\thepage\relax}{}{}{}%
\patchcmd{\protected@write}{\write}{\immediate\write}{}{}}
{}{}
\makeatother
\begin{document}
bla bla \index{bla} bla
\newpage
...relativity\index{relativity} ... Einstein\index{Einstein, Albert}...bla bla \index{bla} bla bla more bla bla \index{bla} bla
And this is the end of the story.
\backmatter
\begin{crossreferences}
\index{scientist|see{Einstein, Albert}}
\end{crossreferences}
\printindex
\end{document}
Inside the crossreferences environment, \write is changed into \immediate\write and the setting that \protected@write does to \thepage is removed. Don't add “real” index entries in the environment (it wouldn't make much sense anyway).
\backmatterand something inimakeidx, and I guess it must also be very simple to spot for those who know the innards ofimakeidx. – Juan del Acebo Mar 5 '15 at 17:10egregis the author and maintainer ofimakeidx, perhaps he knows more – user31729 Mar 5 '15 at 17:11\backmatterand\index{scientist...}and it will work. This has to do with the delayed writing: in your example there's no page the index entry can refer to. – egreg Mar 5 '15 at 17:33\textit{ }) is that a new unwanted page is generated before the index. – Juan del Acebo Mar 5 '15 at 17:54\indexafter\backmatterwithout any accompanying text? I see none. Just put\indexbefore\backmatter– egreg Mar 5 '15 at 18:40