This is a requirement. Section 10.3 of the spec states:
An entity bean accesses related entity beans by means of the accessor methods for its container-managed relationship fields, which are specified by the cmr-field elements of its abstract persistence schema defined in the deployment descriptor. Entity bean relationships are defined in terms of the local interfaces of the related beans, and the view an entity bean presents to its related beans is defined by its local home and local interfaces. Thus, an entity bean can be the target of a relationship from another entity bean only if it has a local interface.