EF Core Querying Many to Many Relationship

I have a User to User Role many-to-many relationship set up similar to the example here. https://www.learnentityframeworkcore.com/configuration/many-to-many-relationship-configuration

However when I try to query the Users it returns the users as expected but the UserRoles(BookCategories in the example) is always null. Do I need to use Include() and ThenInclude()? I tried using each but that doesn't seem to work, either.

I've tried something like this

var users = _context.TFCpUserTests.Include(e => 
e.TFCpUserRoleTests).ThenInclude(e => e.TFCpRoleTest);

but I can't use ThenInclude() for some reason. Here's the models I'm using

public class TFCpRoleTest
    {

        public int Id { get; set; }
        public string Name { get; set; }

        public virtual ICollection<TFCpUserRoleTest> TFCpUserRoleTests { get; set; }
    }

public class TFCpUserTest
    {
        public int Id { get; set; }

        public string FirstName { get; set; }
        public string LastName { get; set; }
        public string Username { get; set; }

        public string Email { get; set; }
        public byte[] PasswordHash { get; set; }
        public byte[] PasswordSalt { get; set; }

        public virtual ICollection<TFCpUserRoleTest> TFCpUserRoleTests { get; set; }
    }

public class TFCpUserRoleTest
    {
        public int UserId { get; set; }
        public virtual TFCpUserTest TFCpUserTest { get; set; }

        public int RoleId { get; set; }
        public virtual TFCpRoleTest TFCpRoleTest { get; set; }
    }