When you use ADO.NET Data Services, the query is serialized. So in fact, you will reduce the flow between the client and the service to get only the entities you really want. If you use EF with ADO.Net Data Services, you will also reduce the flow between the Server and the DB.
EF (particularly in the first version) doesn’t support all cases. So sometimes, you need to develop your own entity classes which encapsulate your EF ones.
In this case, with ADO.NET Data Services, the flow between the Server and the DB isn’t optimized. I make this POC to do this scenario.