Thats what I figured to be honest, as obviously from a code perspective you can still acheive what you want from using JOIN, I will do some research and see if anything else is taking place behind the scenes when defining relationships within the DB itself.
My approach is to keep things as simple as possible generally, so I have not decided whether or not foreign keys are required yet, but obviously you do not want orphans as you say.
Cheers,
Leon