Introducing FOREIGN KEY constraint may cause cycles or multiple cascade paths – why?

I’ve been wrestling with this for a while and can’t quite figure out what’s happening. I have a Card entity which contains Sides (usually 2) – and both Cards and Sides have a Stage. I’m using EF Codefirst migrations and the migrations are failing with this error:

Introducing FOREIGN KEY constraint ‘FK_dbo.Sides_dbo.Cards_CardId’ on
table ‘Sides’ may cause cycles or multiple cascade paths. Specify ON
DELETE NO ACTION or ON UPDATE NO ACTION, or modify other FOREIGN KEY
constraints.

Here’s my Card entity:

public class Card
{
    public Card()
    {
        Sides = new Collection<Side>();
        Stage = Stage.ONE;
    }

    [Key]
    [Required]
    public virtual int CardId { get; set; }

    [Required]
    public virtual Stage Stage { get; set; }

    [Required]
    [ForeignKey("CardId")]
    public virtual ICollection<Side> Sides { get; set; }
}

Here’s my Side entity:

public class Side
{
    public Side()
    {
        Stage = Stage.ONE;
    }

    [Key]
    [Required]     
    public virtual int SideId { get; set; } 

    [Required]
    public virtual Stage Stage { get; set; }

    [Required]
    public int CardId { get; set; }

    [ForeignKey("CardId")]
    public virtual Card Card { get; set; }

}

And here’s my Stage entity:

public class Stage
{
    // Zero
    public static readonly Stage ONE = new Stage(new TimeSpan(0, 0, 0), "ONE");
    // Ten seconds
    public static readonly Stage TWO = new Stage(new TimeSpan(0, 0, 10), "TWO");

    public static IEnumerable<Stage> Values
    {
        get
        {
            yield return ONE;
            yield return TWO;
        }

    }

    public int StageId { get; set; }
    private readonly TimeSpan span;
    public string Title { get; set; }

    Stage(TimeSpan span, string title)
    {
        this.span = span;
        this.Title = title;
    }

    public TimeSpan Span { get { return span; } }
}

What’s odd is that if I add the following to my Stage class:

    public int? SideId { get; set; }
    [ForeignKey("SideId")]
    public virtual Side Side { get; set; }

The migration runs successfully. If I open up SSMS and look at the tables, I can see that Stage_StageId has been added to Cards (as expected/desired), however Sides contains no reference to Stage (not expected).

If I then add

    [Required]
    [ForeignKey("StageId")]
    public virtual Stage Stage { get; set; }
    public int StageId { get; set; }

To my Side class, I see StageId column added to my Side table.

This is working, but now throughout my application, any reference to Stage contains a SideId, which is in some cases totally irrelevant. I’d like to just give my Card and Side entities a Stage property based on the above Stage class without polluting the stage class with reference properties if possible… what am I doing wrong?