Related Model update issue

There is a User table, and a UserDetail table related to User table. Here is my code of UserModel in PHP :

<?php
class UserModel
{
    public function initialize()
    {
      $this->hasOne(
        'detailId', 'UserDetailInfo', 'id', array(
          'alias'      => 'detailInfo',
          'foreignKey' => array(
          'action' => Relation::ACTION_CASCADE
            )
        )
      );
    }
}

Here is my question, everytime i get UserDetail from UserModel use $user->detailInfo property, is it a brand new Object? The code following not work:

<?php
//this code does not work!
$user->detailInfo->setName('xxx');
$user->detailInfo->setAge(23);
$user->save();

//this code works!
$user->detailInfo->setName('xxx')->setAge(23);
$user->save();

why?