Make sure you are creating object for the associated entity and committing it.
When adding new associations between existing entities, means adding new optional associations between objects.
If you have existing data which is associated to each other using the old association, when adding new associations WON'T be populated automatically with associations from the old associations. If you want that, then you need to convert your existing data.
Retrieve the owning entity, iterate over the returned list and set the new association according to the old association.