There is a years-old bug when it comes to #dotnet async data fetching of large records via Microsoft.Data.SqlClient (also used by EF and still present with #EF9). Personally I use Postgres, so I wasn't aware of this, so here a video explaining it nicely and how to mitigate the issue at least:
https://www.youtube.com/watch?v=7iuUh0BIAuE
Navigating Async Challenges in EF Core for Large Data Retrieval

YouTube