you can specify what relations to load based on the type of morph parent

docs: https://laravel.com/docs/11.x/eloquent-relationships#nested-eager-loading-morphto-relationships

Mission::query()
  ->with(['modality' => function (MorphTo $morphTo) {
        $morphTo->morphWith([
            AnnualStatementModality::class => ['company', 'fiscal_year'],
            NewCompanyModality::class => ['fiscal_year'],
            /** other cases as needed */
        ]);
    }])