ILazyLoader - information about foreign key property and not tracking

### Type of issue

Missing information

### Description

I think you should add context to the "Lazy loading without proxies" category that a foreign key property is required within the entity if it is accessed in not tracked entity.

Example:

var postNoTracking = context.Posts.AsNoTracking().First();
postNoTracking.Blog.Name <- throws "System.InvalidOperationException: 'The navigation 'Post.Blog' cannot be loaded because one or more of the key or foreign key properties are shadow properties and the entity is not being tracked. Relationships using shadow values can only be loaded for tracked entities.'"

When I add

public int BlogId { get; set; }

it works.

I think you should clarify this in the text as a warning.

### Page URL

https://learn.microsoft.com/en-us/ef/core/querying/related-data/lazy

### Content source URL

https://github.com/dotnet/EntityFramework.Docs/blob/main/entity-framework/core/querying/related-data/lazy.md

### Document Version Independent Id

7c665098-afcc-1ba0-d6a2-0262ae921575

### Platform Id

42a58a81-0fe0-72ab-50b8-4bbbeb5acf76

### Article author

@roji