AFAIK you are right, a view cannot be created with schemabinding if the parent is not schemabinding.
Let us take this step by step:
Creating view_1 with schemabinding option makes sure that the base table is not dropped / altered columns that might affect the view definition.
Creating view_2 with schemabinding option makes sure that the view_1 is not dropped / altered until view_2 is dropped / altered (remove schemabinding). Integrity is maintained till level 2.
On the other hand if you do not create view_1 with schemabinding there is no way for you to make sure the base table is not dropped / altered to affect the view_1 which in turn affects view_2 hence sql server does not allow you to create view_2 with schemabinding option.
Hope this helps
Regards,
AA