Can't auto-generate IDENTITY with AddRange in Entity Framework

What was causing the problem? Enumerables! Take a look at the EDIT section in my question for the solution.

EDIT: posting the updated code here as answer. The problem was in the way I used enumerables. Bottom line is you should never trust lazy loading when you need consistent results right away.

public class Request
{
    public string Field { get; set; }

    public Entity ToEntity()
    {
        return new Entity() { Field = Field };
    }
}

public async Task<IEnumerable<long>> SaveRequests(IEnumerable<Request> requests)
{
    var entities = requests.Select(r => r.ToEntity()); //not working
    var entities = requests.Select(r => r.ToEntity()).ToArray(); //working

    _dbContext.Entities.AddRange(entities);
    await _dbContext.SaveChangesAsync();

    return entities.Select(e => e.Id);
}