Moved here.

No, Linq-to-Object is not a standard. Better not assume other Linq-to-xxx will behave like Linq-to-object. Anyway the {{First }} case is already reported as which is somewhat almost a dup of NH-3204, which just confirms that current NHibernate does not support mixing paging and fetching collections. (First is just a special case of paging.)

About your rant on NH, as I have tried to explain you, caching and fetching does not play well together. This is a bit contradictory to mix them. Normal use case is caching with lazy-loading. Are you experiencing issues when using caching and lazy-loading? (You may, since there is a number of errors a user can do. Such as not using transactions: cache is disabled when not using transaction.) But this is not the right place here for discussing all that. If you need support with caching, there is the nh-users group or nhibernate.info and the reference documentation, or StackOverflow. If you want to discuss design, there is the nh-development group.

Regarding the .First() limitation, I think there is quite a big design flaw: instead of supporting it properly (which may or may not be desirable from performance perspective as you mentioned) OR refusing to execute it with an exception, NH just returns some result which is incorrect. The standard here is how would an IEnumerable.First() call work; obviously NH's First() behavior is different, therefore wrong. It should just throw and exception and explain to the user that it's not supported and why/etc.
Similarly, when I'm using the .Where().ToList().First() workaround, collections getting multiple items is incorrect behavior; if NH cannot fetch multiple collections in one LINQ query, it should throw an exception, not quietly produce incorrect results.
Regarding my bug, yes all entities are cached (because I don't have any special logic for User class as opposed to all of the other classes). I'll try to put together a test case sometime today or tomorrow.
Overall, unfortunately it seems that the collection and caching features are a long way from being production ready. I don't want to come off as being too critical but I downloaded NH with the expectation that a lot of these scenarios have been worked out over the 10+ years of its existence, yet we're encountering big limitations in very commonly used, basic features, such as collections and caching.

(almost: I have to run around and dedupe some collections, and First() doesn't work - it limits all collections to 1 item only, too - have to do .Where(...).ToList().First(); perhaps I should create another bug for these)

Cartesian products occur when fetching multiple collections (many `FetchMany`): do not fetch multiple collections. This is an old known limitation of fetching with NHibernate.

`First` applies to the whole query and as such does not actually support fetching collections.

Collection fetching support in NHibernate is far from some other ORM (which do instead generate quite complex queries for supporting it better, sometime at the expense of generating badly performing queries). But I suspect this is partly because NHibernate provides other efficient ways of avoiding N+1 fetching issues. You may read my StackOverflow answer on those other ways here.

Regarding the bug you report, please provide a simple test case demonstrating this. Are you sure your current auto-mapping correctly flag each collection and each involved entity as cacheable? (I am not used to auto-mapping.)

It looks to me it is well likely to be a "work as intended" case. Eager fetching do not use cache. Eager fetching always fetch. Eager fetching can not guess if the collection it will have to fetch are already sitting in the cache or not. It needs to have retrieved the queried root entities list first, but that is in contradiction with its contract, which is to retrieve the fetched collections/entities altogether. Added to the fact that it has currently limitations such as duplicating results in case of multiple collection fetching, I would not be surprised if putting its result to cache for fetched collections was disabled. (I would have to check that point.)

Switching to minor.