SQL: a foreign key does not create an index on the child

CREATE TABLE orders (
  id BIGSERIAL PRIMARY KEY,
  customer_id BIGINT REFERENCES customer(id)
);

-- No index on orders.customer_id. Add it:
CREATE INDEX idx_orders_customer ON orders (customer_id);

-- Find the missing ones:
SELECT conrelid::regclass AS child, a.attname
  FROM pg_constraint c
  JOIN pg_attribute a ON a.attrelid = c.conrelid AND a.attnum = c.conkey[1]
 WHERE c.contype = 'f'
   AND NOT EXISTS (SELECT 1 FROM pg_index i
                    WHERE i.indrelid = c.conrelid AND i.indkey[0] = c.conkey[1]);

DELETE FROM customer WHERE id = 7;
  without the index: Seq Scan on orders  (4.2 s on 8M rows)
  with the index:    Index Scan          (0.8 ms)

-- MySQL/InnoDB is the exception: it creates the child index automatically.