Wird behavour of foreign keys

Hi list

As I'm new to this list please kick me in the right direction if this question
is better asked somewhere else.

I'm seing some wird behavoure regarding foreign keys.

My situation is this:
I have 3 tables:

pages
PK: page_id

page_group
pk: page_group_id
fk: pages(page_id) ON DELETE CASCADE, ON UPDATE NO_ACTION
fk: groups(group_id) ON DELETE CASCADE, ON UPDATE NO_ACTION

groups
pk: group_id

let's say I have the following data:

pages:         page_group:                  groups:
page_id        pg_id | page_id | group_id   group_id
1              1     | 1       | 1          1
2              2     | 1       | 2          2

(I know this could be done more easy and the page_group table could be dropped,
but I did not make the design, I'm just struggling with it)

Now, if I move a group (say with id 1) from one page (page 1) to another (page
2)I do it by;
UPDATE page_group set page_id=2 WHERE page_group_id=1;

Now I have:

pages:         page_group:                  groups:
page_id        pg_id | page_id | group_id   group_id
1              1     | 2       | 1          1
2              2     | 1       | 2          2

Now I have moved group 1 from page 1 to page 2. BUT if I delete page 1 then
page_group 1 and 2 are both delted, and so are the two groups.

This is not what I would expect, as I have moved group 1 to page 2.

Is this a BUG, or is it something that I'm doing wrong.
As i understand the ON UPDATE constraint on the foreignkey, it will only update
the foreign key if the value which it references is changed, which is not what
I'm doing.

Hope someone can help me, or tell me if it's a bug or not. Because I'm going
crazy here.

René Jensen