Is CXPACKET actually a problem?
When SQL Server receives a query, it optimizes it. If the estimated cost of the request is greater than the cost threshold for Parallelism, it will consider the parallel request. You can always raise this threshold if too many queries are parallelized.
I would like to know if there is any difference between an entity framework query and your query, which can raise the estimated cost.
In any case, CXPATCKET expectations are NOT a problem. They are a natural part of any concurrent request, and we do not pay extra money for quad-core servers with multiple threads so that we can run everything in a series. Another thing to check is the network.
When streaming IO over the network, this may take longer if you return a bunch of results. This is why running a query in SQL Server Management studios may return quickly, but your query from another server may take some time.
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