require-concurrent-index-creation won't trigger if the index and table are created in the same transaction, since the table will be empty and unused at the time the lock is needed. I think foreign key constraint creation should have similar behavior.
This triggers the warning currently:
BEGIN TRANSACTION;
CREATE TABLE IF NOT EXISTS dbo.table1 (id bigint);
CREATE TABLE IF NOT EXISTS dbo.table2 (table1_id bigint references dbo.table1(id));
END TRANSACTION;