ErWin is doing the right thing.
If the relationship between table1 and table2 is identifying, then a row in table2 can't exist without a corresponding row in table1 This in turn implies that the PK from table1 is actually a part of the PK of table2.
Since the PK of table2 is actually the combination of tbl1_id and tbl2_id, those two columns need to be carried forward into table3 as FK attributes.
ErWin is software, and like any software it could have bugs. You are wise to challenge what ErWin does automatically, but ErWin is one of the very few software packages that I will assume it is correct until I can positively prove that it is in error and that happens very, very rarely!
-PatP