TFDQuery is a descendant of TDataSet from which the Append method is from. Like the Embarcadero Documentation says, Append will also try to add a new blank dataset on a Table (single one not joined ones).

But the 'problem' itself lays much deeper. In SQL Syntax there is no way to insert into multiple tables at once. It is simply not intended. So TFDQuery has no way to do this.

For more detail have a look at this question: Is it possible to insert into two tables at the same time?