This was a known missing feature in EF Core 8 and below, and support has now been rolled out with EF 9.

Here is the ticket on Github that tracked the development of the feature: https://github.com/dotnet/efcore/issues/34256

And here is the release announcement: https://learn.microsoft.com/en-us/ef/core/what-is-new/ef-core-9.0/whatsnew#significantly-improved-linq-querying-capabilities