Entity Framework Core: cycles or multiple cascade paths

Database in my project includes table with cycle link:

Here's the entity class with fluent configuration:

public class ReportFolder
{
    public Guid Id { get; set; }

    public string Name { get; set; }

    public Guid? ParentFolderId { get; set; }
    public virtual ReportFolder ParentFolder { get; set; }
    public virtual List<ReportFolder> ChildFolders { get; set; }
}

public class ReportFolderConfiguration : IEntityTypeConfiguration<ReportFolder>
{
    public void Configure(EntityTypeBuilder<ReportFolder> builder)
    {
        builder.HasKey(c => c.Id);
        builder.Property(c => c.Id).ValueGeneratedOnAdd();

        builder.Property(c => c.Name).IsRequired().HasMaxLength(100);

        builder.HasOne(c => c.ParentFolder)
            .WithMany(c => c.ChildFolders)
            .HasForeignKey(c => c.ParentFolderId)
            .OnDelete(DeleteBehavior.SetNull);

        builder.HasIndex(c => c.Name);
    }
}

Problem: I catch error when trying to update database via migration:

System.Data.SqlClient.SqlException (0x80131904): Introducing FOREIGN KEY constraint 'FK_ReportFolders_ReportFolders_ParentFolderId' on table 'ReportFolders' may cause cycles or multiple cascade paths. Specify ON DELETE NO ACTION or ON UPDATE NO ACTION, or modify other FOREIGN KEY constraints.