EF 4: Removing child object from collection does not delete it - why?

I use Entity Framework 4 and I have parent - child relation with "Cascade Delete" set. So i would expect when i remove a child from the parent that the child is deleted when i call SaveChanges().

        cuRepository.Attach(_controlUnit);
        foreach (var recipe in recipes) {
            _controlUnit.Recipes.Remove(recipe);
            //repository.DeleteObject(recipe);
        }

Instead i get an error:

System.InvalidOperationException occurred Message=The operation failed: The relationship could not be changed because one or more of the foreign-key properties is non-nullable. When a change is made to a relationship, the related foreign-key property is set to a null value. If the foreign-key does not support null values, a new relationship must be defined, the foreign-key property must be assigned another non-null value, or the unrelated object must be deleted.

When I explicitly delete the children (see commented line), all is fine. What am I missing?