The most likely reason is that you're using the MyISAM engine instead of the INNODB engine. The MyISAM engine parses foreign key constraints, but it doesn't enforce them.
CREATE TABLE user_jurisdiction(
userID int NOT NULL,
jurID int NOT NULL,
FOREIGN KEY(userID)
REFERENCES employee(userID) ON DELETE CASCADE,
FOREIGN KEY (jurID)
REFERENCES jurisdictions(jurID) ON DELETE CASCADE
) ENGINE=INNODB;
INNODB is the default storage engine for MySQL starting with version 5.5. MyISAM was the default before that.
Get in the habit of posting SQL DDL instead of (or along with) a description of the tables. DDL is a lot more accurate than a description.