Yes, I already recognized this point, but in my case I just used fetched entities...
in a shortened way I do this:
hEntity := Manager.Find<TEntity>(1);
TMSLogger.Info(hEntity.Children.Count); => proxy is loaded
bIsLoaded := Explorer.IsProxyLoaded(hEntity, Explorer.GetAssociationByPropertyName(TEntity, 'Children'));
TMSLogger.Info(bIsLoaded); => output is false...