in this article, Alex Jamese (who post his answer), has a complete article on the topic.
Link
The EF is responsible for the correctness of the ObjectContext after SaveChanges(). So the EF attempts to synchronize the ObjectContext, with the expected database state after the expected cascade in the database.
A tell tale sign of this is that if you open up something like SqlProfiler, you will notice the EF issuing DELETE requests for dependent entities that it knows about (i.e. that are loaded in the ObjectContext) when a principal is deleted.
Essentially what is happening here is that the Entity Framework expects that deleting the principal in the database, will delete all it’s dependents in the database. So it issues, what should be, a redundant DELETE to request itself so the dependents already loaded are deleted from the ObjectContext.
The key thing to note is that the EF does not retrieve all the dependent entities and issue deletes for them: It only deletes dependents that are already in memory.