So far one of our principles for LINQ support has been to not support any LINQ queries that would involve major client side processing or unexpected network traffic. The reason for this decision is that we don't want to make it easy to write simple looking LINQ queries that have surprising (in a bad way) performance characteristics.

The counter argument is that sometimes an application has to do a client side join, and we might as well make it easier to do when you need to.

The performance implications of client side joins could be carefully documented to help avoid surprises.