IF you have a multicolumn PK each column may have duplicated values – for instance the two columns may have vaules (a,:cool: and (x.y) combined like this.
Neither column can be guaranteed to be unique with such Primary key and that is why a Foreign Key from a 'child' table referencing either of the two columns defines a many-many relationship. That is why it is correct what the Schema Designer does here!
If you want to define a many-one relationship without changing the Primary Key you can add a Unique Key on the 'parent' column alone.