Delete Rule not creating ON DELETE CASCADE

I have 3 entities A, B and C. C has foreign keys to both A and B . I want to delete all related records in C when I delete A or B. So I went ahead and created delete rule on entitiy C foreign keys. I looked at the database, it didn't create the ON DELETE CASCADE constraint there. Now I can do that manually but want to know why was it not created. When I try to delete any record in A or B , it throws foreign key exception. While looking through documentation, I came across this: "When creating relationships between your entities and entities references, you must be aware that the Delete rule option can only be used when the producer of the entity reference is an eSpace." What does this mean ? 
Without seeing the eSpace its tough to determine what is happening but I can explain what you found in the documentation.

Outsystems has the ability, through database connections, to manage data in databases that were not created by an Outsystems eSpace.  So if you had an existing application you could just reference that database and integrate it into your application as if you actually created the entities, with some exceptions, one of which is this cascading delete restriction.

So the question is, did you create the database in Outsystems or are you referencing an existing database from another application?
Database was not created with outsystems so thats why. Thanks Curt.