While its true that App Engine has entity groups and transactions on those entity groups, you are still responsible for ensuring consistency in your application code.
You have to remember set the pointers between the two entities correctly and to do the write in a transaction. Granted this should be easy but mistakes can be made.
Compare this to a tradition relational DB where this consistency is enforced at the database engine level (if you've setup your schema in that way) and it won't let you write inconsistent data.
Whether consistency is ensured at the application level or the database level, mistakes can be made. Someone can forget to set things up in a schema correctly in exactly the same way they can forget to implement things correctly at the application level.
Also, even with relational databases, there are many times when you need to use transactions to prevent certain types of inconsistencies, they don't protect against everything.
You have to remember set the pointers between the two entities correctly and to do the write in a transaction. Granted this should be easy but mistakes can be made.
Compare this to a tradition relational DB where this consistency is enforced at the database engine level (if you've setup your schema in that way) and it won't let you write inconsistent data.