I am reading about Entity Framework and I stopped by a sentence that I do not understand it

You can simply iterate over the contents of any given DbSet and Entity Framework will send a query to the database to find all the data in that set. The query is sent to the database when the first result is requested by the application: that’s during the first iteration of the foreach loop. Entity Framework doesn’t pull back all the data at once, though. The query remains active and the results are read from the database as they are needed

What does it mean by the bolded text above?!!!

Basically because the data isn't retrieved all at once, the connection to the database remains active as the query pulls data to be processed in the foreach loop.