Turns out that this is not something you can change in the code by yourself. I contacted Onfido support who enabled it via a feature flag. Their response:

As your Onfido account is on Studio, when using our studio SDK solution we do not show the back button as going back and forward between is only available within one task, for example, if you open country selection screen you can go back to document selection. But you cannot go back to a document capture after you completed it. So there is no way to go back from the screen provided in the screenshot.
I have however activated for you an exit button on the top right of the screen that exits the whole flow.