It most definitely does not. Yes, you will lose foreign keys across silos. But this will usually be one association, like a user id for example.

You are also thinking of this defensively, "x value cannot exist here if it doesn't exist in y store". Just think how you'd access this, and you'll realize at worst this creates a void of data which your app likely handles anyway.

If there are numerous associations required across these silos. You don't have the right silos yet.