You are right that this can affect the rows that you load. But this is only a having a difference in case that the foreign key is not set. You should be able to express that as an additional filter
.Where(x => x.ForeignKey.HasValue) // Assuming there is a nullable FK value (or string property == null)
It won't be automatic and you will need to make the behavior more explicit in your query. I personally prefer this more explicit style.
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