Yeah, honestly most lazy loading and EF proxy use I have seen is more aptly named lazy coding instead. There are times when you might be running 3-4 queries to project some combination of them and want to do that in parallel, but in general if you have lazy loading enabled in EF you are holding up a sign that says “inconsistent reads happening in here”.

I use and love EF, but generally leave MARS off when possible because it is responsible for more trouble than performance gains nearly every time.