EntityFramework lazy loading not working

I am new to EntityFramework 6 and keep working in POCO.

Below is my code

Domain.cs

public abstract class BaseEntity
{
    [Key]
    public long Id { get; set; }
}

public class User : BaseEntity
{
    public long UserRoleId { get; set; }

    public string Name { get; set; }

    public virtual _EntityUserRole UserRole { get; set; }    
}

public class UserRole : BaseEntity
{
    public string Name { get; set; }

    public virtual ICollection<_EntityUser> Users { get; set; }

    public virtual ICollection<_EntityUserPermission> UserPermissions { get; set; }

    internal _EntityUserRole()
    {
        Users = new List<_EntityUser>();
        UserPermissions = new List<_EntityUserPermission>();
    }
}

public class UserPermission : BaseEntity
{
    public string Name { get; set; }

    public virtual ICollection<_EntityUserRole> UserRoles { get; set; }

    internal _EntityUserPermission()
    {
        UserRoles = new List<_EntityUserRole>();
    }
}

      

        
        
        
      

    

Mapping.cs

public abstract class BaseEntityMap<T> : EntityTypeConfiguration<T> where T : BaseEntity
{
    public BaseEntityMap()
    {
        ToTable(typeof(T).Name);
        HasKey(a => a.Id);
    }
}

public class UserMap : BaseEntityMap<User>
{
    public UserMap()
        : base()
    {
        HasRequired(x => x.UserRole)
            .WithMany(x => x.Users)
            .HasForeignKey(x => x.UserRoleId);
    }
}

public class UserRoleMap : BaseEntityMap<UserRole>
{
    public UserRoleMap()
        : base()
    {
        HasMany(x => x.UserPermissions)
            .WithMany(x => x.UserRoles)
            .Map(x =>
            {
                x.MapLeftKey("UserRoleId");
                x.MapRightKey("UserPermissionId");
                x.ToTable("_EntityUserRole_UserPermission");
            });
    }
}

public class UserPermissionMap : BaseEntityMap<UserPermission>
{
    public UserPermissionMap()
        : base()
    {
    }
}

      

        
        
        
      

    

SqlServerDataContext.cs

internal class SqlServerDataContext : DbContext
{
    public DbSet<User> Users { get; set; }

    public DbSet<UserRole> UserRoles { get; set; }

    public DbSet<UserPermission> UserPermissions { get; set; }

    public SqlServerDataContext()
        : base("Name=MyDB")
    {
    }

    protected override void OnModelCreating(DbModelBuilder modelBuilder)
    {
        modelBuilder.Configurations.Add(new UserMap());
        modelBuilder.Configurations.Add(new UserRoleMap());
        modelBuilder.Configurations.Add(new UserPermissionMap());

        base.OnModelCreating(modelBuilder);
    }
}

      

        
        
        
      

    

Program.cs

    private static void Main()
    {
        using (SqlServerDataContext ctx = new SqlServerDataContext())
        {
            UserRole role = new UserRole();
            role.Name = "Super";

            UserPermission prm1 = new UserPermission();
            prm1.Name = "Delete";
            role.UserPermissions.Add(prm1);

            UserPermission prm2 = new UserPermission();
            prm2.Name = "Add";
            role.UserPermissions.Add(prm2);

            UserPermission prm3 = new UserPermission();
            prm3.Name = "Edit";
            role.UserPermissions.Add(prm3);

            User user = new User();
            user.Name = "User 1";
            user.UserRole = role;

            ctx.Users.Add(user);
            ctx.SaveChanges();
        }

        using (SqlServerDataContext ctx = new SqlServerDataContext())
        {
            var b = ctx.Users.Find(1);
        }
    }

      

        
        
        
      

    

Result

Just like the print screen, after I insert the entry into User and when I return, UserPermissions is empty. Please help! Thank.