Extra NESTED LOOP / INNER JOIN causing NO JOIN PREDICATE warning

I have the following tables in my database.

LastNames Table

CREATE TABLE [dbo].[LastNames](
    [LastNameID] [int] IDENTITY(1,1) NOT NULL,
    [LastName] [varchar](50) NOT NULL
) ON [PRIMARY]
GO
CREATE UNIQUE CLUSTERED INDEX [CIX_LastNames_LastName] ON [dbo].[LastNames]
(
    [LastName] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]

FirstNames Table

CREATE TABLE [dbo].[FirstNames](
    [FirstNameID] [int] IDENTITY(1,1) NOT NULL,
    [FirstName] [varchar](50) NOT NULL
) ON [PRIMARY]
GO
CREATE UNIQUE CLUSTERED INDEX [CIX_FirstNames_FirstName] ON [dbo].[FirstNames]
(
    [FirstName] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]

PersonsAnon Table

CREATE TABLE [dbo].[PersonsAnon](
    [PersonID] [int] IDENTITY(1,1) NOT NULL,
    [LastNameID] [int] NOT NULL,
    [FirstNameID] [int] NOT NULL,
    [Info1] [bit] NULL,
    [Info2] [char](1) NULL,
    [Info3] [nchar](50) NULL,
    [AdressID] [int] NULL
) ON [PRIMARY]
GO
CREATE UNIQUE CLUSTERED INDEX [CIX_PersonsAnon_PersonID_LastNameID_FirstNameID] ON [dbo].[PersonsAnon]
(
    [PersonID] ASC,
    [LastNameID] ASC,
    [FirstNameID] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, IGNORE_DUP_KEY = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO
CREATE NONCLUSTERED INDEX [NIX_PersonsAnon_LastNameID_FirstNameID] ON [dbo].[PersonsAnon]
(
    [LastNameID] ASC,
    [FirstNameID] ASC
)
INCLUDE([PersonID]) WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, SORT_IN_TEMPDB = OFF, DROP_EXISTING = OFF, ONLINE = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]
GO

Data Generation

For those of you who have an AdventureWorks2014 Database lying around, I used the following statements to populate the tables:

INSERT INTO dbo.LastNames (LastName) SELECT DISTINCT app.LastName FROM AdventureWorks2016.Person.Person AS app

INSERT INTO dbo.FirstNames (FirstName) SELECT DISTINCT app.FirstName FROM AdventureWorks2016.Person.Person AS app

INSERT INTO dbo.PersonsAnon (LastNameID, FirstNameID)
SELECT ln.LastNameID, fn.FirstNameID FROM LastNames ln CROSS APPLY FirstNames fn 

The Statement

The following statement was used to see what kind of execution plan would be created:

SELECT pa.PersonID,
       fn.FirstName,
       ln.LastName,
       pa.Info2
FROM   PersonsAnon AS pa
       JOIN LastNames AS ln
            ON  pa.LastNameID = ln.LastNameID
       JOIN FirstNames AS fn
            ON  pa.FirstNameID = fn.FirstNameID
WHERE  ln.LastName LIKE 'Pet%'
       AND fn.FirstName LIKE 'John%'
ORDER BY
       ln.LastName,
       fn.FirstName;

The Query Execution Plan

PasteThePlan

Questions

Why is the JOIN performed between LastNames and FirstNames even though there is no JOIN predicate?
What is causing the QO to JOIN the two tables?

Graphical Situation

Here is what it looks like:

And the details show:

Articles already consulted

• Why does this say there is no join predicate?
• What exactly does "No Join Predicate" mean in SQL Server?
• Should I be alarmed by this NO JOIN PREDICATE warning?
• Why does this say there is no join predicate?