LoadData is not lazy loading. It is explicit loading.

Maybe you should have digged a little further. To lazy load related entities you would have to declare the navigational properties virtual.

https://docs.microsoft.com/en-us/ef/ef6/fundamentals/proxies

    Note that the EF will not create proxies for types where there is nothing for the proxy to do.
    This means that you can also avoid proxies by having types that are sealed and/or 
    have no virtual properties.</quote>

This is a common rookie mistake, unfortunately.

Entity Framework is an absolutely top-tier ORM (if you like ORMs). Because lazy loading is frowned upon by some purists (and DBAs), EF also support controlled/eager loading where nothing happens (lazily) behind the scene.

You can - for instance - in the query use <code>.Include(x => x.RelatedEntity)</code> to load a related entity eagerly without going back to the database server to load the related entity for each row (the so-called N+1 problem).