I came across a great article today that explains a little about Entity Framework's (EF) default lazy load settings. At first you may be confused as to why they decided to default to lazy loading relationship objects but if you take a good look it makes sense.

The team behind EF didn't want this *automatic* behavior happening. The reason behind this decision is simple: When architecting a larger project, it is highly important for developers to clearly understand when they are accessing certain resources, such as the database.

You can run into a boat-load of performance/scalability issues if you are not aware of what relationships are being loaded using LINQ to SQL. EF tries to eliminate this issue by defaulting to lazy loading. Read the article for a great example and explanation.