Relations and MySQL foreign key

I have models: Activity and Map, there is such relation: Activity:

    $this->hasOne('id', 'Activity\Map', 'activity_id', [
            'alias' => 'map',
            'reusable' => true,
            'foreignKey' => [
                'action' => Relation::ACTION_CASCADE
            ]
        ]);

Map:

        $this->belongsTo('activity_id', 'Activity\Activity', 'id', [
            'alias' => 'activity',
            'reusable' => true,
            'foreignKey' => [
                'allowNulls' => false,
                'message' => 'The activity doest not exist.'
            ]
        ]);

When I delete object Activity, then related Map is deleted also, this works fine. Should I create foreign key on database and table map? Because when I created such foreign key, then related Map was deleted via this FK, not via Phalcon relation. Which way is good?