In legacy forms you can set the embedded report to be grid editable when the parent record goes into edit mode. In that mode you can add new records and they will automatically attach to the parent record. That feature does not exist on new forms. When you hit the grid edit icon on either legacy or new forms it does open the embedded report Ingrid edit mode but if you add children it will not automatically connect them to the parent. You would need to manually select the right parent to attach them to or else you will create Orphan children