Most likely, you have query code that does the following:
using (var ctx = new SomeContext())
{
var data = ctx.Data.Where(..).ToList();
return data;
}
You may not have a using, but either way, the context has it's Dispose() method on it, and any unloaded navigation properties will always fail, because there is no context alive for it to attach to. Even though you may use the context within a method, and may not be storing it globally, as long as you aren't explicitly disposing the context, by calling the method or with a using statement, you will be fine.