EF Core database operation throws error "Data may have been modified or deleted since entities were loaded"

I am using EF Core 3.1 have the following code

public void Update()
{
    Client client = new Client();
    client.ClientId = 1;
    client.Name = "New Client 1";

    dbContext.Entry<Client>(client).State = EntityState.Modified;
    dbContext.Entry<Client>(client).Property(x => x.IdentityNumber).IsModified = false;

    dbContext.SaveChanges();
}

which produces the following SQL an successfully updates the column

UPDATE [Client] 
SET [Name] = @p0
WHERE [ClientId] = @p1;

SELECT @@ROWCOUNT;

However when I change the ClientId = 4 which is an entry that was deleted from database it produces the same SQL query but throws the following error

Database operation expected to affect 1 row(s) but actually affected 0 row(s). Data may have been modified or deleted since entities were loaded

The error message is clear but I don't understand why it does not work as SQL Server works (0 row(s) affected) and instead throws this error.

How can I simulate the 0 row(s) affected SQL Server behavior using EF Core?

I do not want to query the database first if the row exists and then update. The above code is a sample. In my methods I have lists with many clients that I need to update at once and it takes long to do that using the first check if exists and then update.