Entity Framework Core 3.1 is throwing "Include has been used on non entity queryable" exception

I have an ASP.NET Core 3.1 based project where I am using Entity Framework Core 3.1 as an ORM.

I have the following two entity models

public class PropertyToList
{
    public int Id { get; set; }
    public int ListId { get; set; } 
    public int UserId { get; set; }
    public int PropertyId { get; set; }
    // ... Other properties removed for the sake of simplicity

    public virtual Property Property { get; set; }
}

public class Property
{
    public int Id { get; set; }
    // ... Other properties removed for the sake of simplicity
    public int TypeId { get; set; } 
    public int StatusId { get; set; }
    public int CityId { get; set; }

    public virtual Type Type { get; set; }
    public virtual Status Status { get; set; }
    public virtual City City { get; set; }
}

I am trying to query all properties where a user has relation to. The PropertyToList object tells me if a user is related to a property. Here is what I have done

// I start the query at a relation object
IQueryable<Property> query = DataContext.PropertyToLists.Where(x => x.Selected == true)
                                        .Where(x => x.UserId == userId && x.ListId == listId)
                                        // After identifying the relations that I need,
                                        // I only need to property object "which is a virtual property in" the relation object
                                        .Select(x => x.Property)
                                        // Here I am including relations from the Property virtual property which are virtual properties
                                        // on the Property
                                        .Include(x => x.City)
                                        .Include(x => x.Type)
                                        .Include(x => x.Status);

List<Property> properties = await query.ToListAsync();

But that code is throwing this error

Include has been used on non entity queryable

What could be causing this problem? How can I fix it?