Add note for index requirement with FK constraint

Update migration_style_guide.md

doc/development/migration_style_guide.md

@@ -186,7 +186,11 @@ end
 When adding a foreign-key constraint to either an existing or new
 column remember to also add a index on the column.
 
-This is _required_ for all foreign-keys.
+This is **required** for all foreign-keys, e.g., to support efficient cascading
+deleting: when a lot of rows in a table get deleted, the referenced records need
+to be deleted too. The database has to look for corresponding records in the
+referenced table. Without an index, this will result in a sequential scan on the
+table which can take a long time.
 
 Here's an example where we add a new column with a foreign key
 constraint. Note it includes `index: true` to create an index for it.