This is the difference between a Foreign Key Association and an independent association . Both associations use navigation properties, but only foreign key associations use the FK property. You can either delete them around the world, as @Robbie mentioned, or change the type manually for the selected relationship.
- Choose a relationship in entity design
- Remove link restrictions in properties
- Go to the mapping window and match the relation
Here is a screenshot from one of my test applications with a one-to-many relationship between Order and OrderLine :

As you can see, there is no OrderId in the OrderLine object, and the reference constraints of the relation are empty. Relationship mapping is also indicated.
BUT you cannot remove Id from CompanyType . Identifiers (PCs) are required. You can change its availability only in your properties.
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