don't remember my self but does this happens using regular script too ?
it may be more an unity behaviors there than Fsm...I am not sure tho , I may try out if you don't do before me.
But definitely check without playmaker doing it using regular script and check if you get the same behavior.
but in my own logic I think that if you don't destroy a children , you want keep the other object it is attached too , just in the case this children need them for it's own behavior, or in that case unparent him before..