EF Core - empty inverse property list despite using Include and ThenInclude

Yesterday, I created a new project to play around with Blazor and .NET 5. However, my fun was cut short when EF Core refused to fetch dependent child properties. This is despite using eager loading with Include.

Clean projects, unit tests, nullable reference types, init properties, the code was super simple with just 2 classes Market and Instrument and a one to many relationship. What could possibly go wrong?

My Blazor editor was also super simple

However, to my dismay Market.Instruments would always be empty. I've added some console logging to EF. After ensuring the data was indeed in the database and with the debugging turned on, there didn't appear to be anything wrong with the query generation itself.

You'd also see the change tracker doing its job:

The next was to verify the EntityTypeConfiguration were correct.

After pulling my hair out for 2.5 hours, I finally got to the bottom of the problem and it was this line here:

Instead of initializing a new Market object inside the Instrument class. You have to in fact make int a nullable reference type like so: