Hi Andrey,
No this is not possible and it is not in the plans, although I think you could build this capability yourself in your entity and collection types.
Besides, in my opinion, since a connection to a web service typically has high latency, lazy loading in this scenario might have more perils than benefits: you might end up in an application that uses a lot of lazy loading because lazy loading makes it look as easy as just dereferencing a property on an object, but under the hood every time you do it an expensive round-trips to the service is being initiated.
Thanks,
Diego
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