Imagine three tables: A, with a one to many relationshio wob B, which has a manybro many relationship with C.
Using a single query, an ORM would need to load one row for every B:C relationship, meaning potentially lots of redundant rows with A included.
Instead, it can be more efficient to have it (behind the scenes) do separate queries for B and C for each row of A.
For a .net example: https://docs.microsoft.com/en-us/ef/core/querying/single-split-queries