Entity Framework 7 AddRange() Not Adding Foreign Entities

I've been using EF Code First for awhile but this is my first time with EF7.

I have the following Model classes where Venue has a one-to-many relationship to Show:

public class Show
{
    public int Id { get; set; }
    public Venue Venue { get; set; }
    //...
}

public class Venue
{
    public int Id { get; set; }
    public string Name {get; set; }
    //...
    public List<Show> Shows { get; set; }
}

I set up the DBContext like this:

public class NettlesContext : DbContext
{
    public DbSet<Show> Shows { get; set; }
    public DbSet<Venue> Venues { get; set; } 

    protected override void OnModelCreating(ModelBuilder builder)
    {
        base.OnModelCreating(builder);

        new ShowConfiguration(builder.Entity<Show>());
        new ImageConfiguration(builder.Entity<Image>());
    }
}

public class ShowConfiguration
{
    public ShowConfiguration(EntityTypeBuilder<Show> builder)
    {
        builder.Property(p => p.Id).IsRequired();
        builder.Property(p => p.Title).IsRequired();
    } 
}

public class VenueConfiguration
{
    public VenueConfiguration(EntityTypeBuilder<Venue> builder)
    {
        builder.Property(p => p.Id).IsRequired();
        builder.Property(p => p.Name).IsRequired();
    }
}

Then in some start up code I initialize the database like this:

    private static void AddShows(NettlesContext db)
    {
        var shows = new List<Show>()
        {
            new Show()
            {
                Title = "Portland Country Dance Community Contra Dance",
                Venue = new Venue()
                {
                    Name = "Fulton Community Center",
                },
            },
            new Show()
            {
                Title = "Portland Roadhouse Contra Dance",
                Venue = new Venue()
                {
                    Name = "Milwaukie Community Club",
                },
            },
        };

        db.Shows.AddRange(shows);
        db.SaveChanges();
    }

The Shows table is properly initialized except that the VenueId is null. The Venue table is entirely empty.

What's going on?