I do NOT have to make a call to FillbyParentPrimaryKey because I set The ChildAutoFilterOption to MatchCurrentRow which should automagically keep things in sync with the parent records. Is that correct?
No. This only filters records that are already populated within the BO. You still need to call the FillByParentPrimarykey in the navigated event of the parent BO. If you want "auto-magic" so to speak, the only control that does that is the BusinessLayerLinkManager which is used to tie link tables together. In that case you can load the parent and it will automatically populate the children tables. But your example is not a link table, it is just a parent/child and you still need to load the child records.