public interface IMyService
{
    Task<IAsyncEnumerable<Order>> GetOrdersInUserCity(int userId);
}

public class MyService(MyContext myContext) : IMyService
{
    public async Task<IAsyncEnumerable<Order>> GetOrdersInUserCity(int userId)
    {
       var auxiliaryData = await myContext.Users.FirstAsync(x => x.UserId == userId);
       return myContext.Orders.Where(x => x.CityId == auxiliaryData.CityId).AsAsyncEnumerable();
    }
}

public interface IMyService
{
    Task<IAsyncEnumerable<Order>> GetOrdersInUserCity(int userId, CancellationToken cancellationToken);
}

public class MyService(MyContext myContext) : IMyService
{
    public async Task<IAsyncEnumerable<Order>> GetOrdersInUserCity(int userId, CancellationToken cancellationToken)
    {
       var auxiliaryData = await myContext.Users.FirstAsync(x => x.UserId == userId, cancellationToken); // Compiles
       return myContext.Orders.Where(x => x.CityId == auxiliaryData.CityId).AsAsyncEnumerable().WithCancellationToken(cancellationToken); // Does not compile
    }
}

// EDIT: Should be:

// public interface IMyService
// {
//     IAsyncEnumerable<Order> GetOrdersInUserCity(int userId, CancellationToken cancellationToken); // No Task<>
// }

// public class MyService(MyContext myContext) : IMyService
// {
//     public async IAsyncEnumerable<Order> GetOrdersInUserCity(int userId, [EnumeratorCancellation] CancellationToken cancellationToken) // [EnumeratorCancellation] attribute
//     {
//         var auxiliaryData = await myContext.Users.FirstAsync(x => x.UserId == userId, cancellationToken);
//         await foreach (var order in myContext.Orders.Where(x => x.CityId == auxiliaryData.CityId).AsAsyncEnumerable().WithCancellationToken(cancellationToken)) // Iterator
//         {
//             yield return order;
//         }
//     }
// }