Were you doing serialization or something like that that recursively accessed all of the properties in the model? If so, and if lazy loading was turned on (the unfortunate default) then the serializer would indeed keep exploring the object graph until it either loaded your whole database or hit OOM. That's about the only scenario I can think of that would cause such an issue - EF doesn't eagerly load related entities unless you explicitly tell it to.
Sounds like they're actually referencing some of the well-known query-generation issues in EF, though giant queries and long generation times are more common manifestations than OOM, which seems to be an extremely pathological case.
