The DataAssist wizard will only create the insert page for one table. You can modify the insert page to insert into the joined tables after it is created for the main table.
When the insert record server behavior inserts a new record, it will create a session variable containing the ID of the record that was just created. make note of the name of the session variable in the Session Variable -> Store As section. You will also want to clear the Redirect after insert.
You then need to modify the form to add form elements for the information that will be stored in the other two tables. Once the form is complete, Click the plus button on the server behaviors panel and select Web Assist -> DataAssist -> Insert -> Single Record Insert to add a new insert record behavior. For the Foreign key column, click the lightning bolt and select the Session Variable created by the first insert record server behavior. for the other columns, bind them to the appropriate form elements.
repeat the above steps for the Second joined table. since this is the last insert record behavior, set it to redirect to the detail page after inserting.