Is index on foreign key used? (No difference in EXPLAIN.)
Very quick answer: MyISAM does not support FOREIGN KEYs at all... Any FOREIGN KEY you define on a MYISAM table is silenty thrown away.

When you later switch to InnoDB (i.e. ALTER TABLE my_table ENGINE=InnoDB) the FOREIGN KEY is not there either; it was thrown away when the table used to be MyISAM.