Automatic deletion (or addition) of related objects is not supported. You will need to override afterDelete() to do this. The best way is to let DB do this.
The reason we don't implement these automagic features is mainly because of potential usage complications. There's no problem technically. We may add support these in future, if there are many requests for them. Personally, I think having DB to maintain these deletion/updating is better than doing that in PHP.