Weird question. Use an external connection if necessary; some queries will require external bindings for some objects. Other requests will not be. Thus, if you do not need it, do not look forward to using external connections. You can specify the type of selection for each association when using the ICriteria API.
All this is an optimization issue that can be done later. I mean: suppose you have a graphic object where some parts are retrieved using lazy loading, and after testing, if it seems that lazy loading affects performance in a negative way on this particular graph of objects, check if you can what get something using impatient download (via choosing an external fi connection).
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