Foreign tables do not have physical storage assigned to by default. At least heap_create() tells so, create_storage being set to false for a foreign table. So there is nothing to clean up normally. Or is cstore_fdw using directly heap_create with its own relfilenode set, creating a physical storage?
cstore_fdw (in store_data_in_internal_storage branch) calls RelationCreateStorage() after CREATE FOREIGN TABLE completes [1]. Later it also creates the FSM fork and uses it for storing some metadata.