Yes, if journal_mode was not sticky, a new process opening the db would not know to look for the wal and shm files and read the unflushed latest data from there. On the other hand, foreign key enforcement has nothing to do with the file itself, it's a transaction level thing.
In any case, there is no harm in setting sticky pragmas every connection.
Except for long lived connections where you do it periodically.
https://www.sqlite.org/lang_analyze.html#periodically_run_pr...