EF Core's Include() function not working from direct GET request

I am building this app using.NET Core 3.1 and my json output isn't right. Here is the class I want a list of:

[DataContract(IsReference = true)]
public class State
{
    public int Id { get; set; }

    [DataMember]
    public string Name { get; set; }

    [DataMember]
    public List<Region> Regions { get; }

    public State()
    {
        Name = string.Empty;
        Regions = new List<Region>();
    }

    public State(string name)
    {
        Name = name;
        Regions = new List<Region>();
    }
}

It has a list of Regions and that class goes as follows:

[DataContract(IsReference = true)]
public class Region
{
    public int Id { get; set; }

    [DataMember]
    public string Name { get; set; }

    [DataMember]
    public List<County> Counties { get; }

    [DataMember]
    public List<Report> Reports { get; }

    [DataMember]
    public State State { get; set; }
    public int StateId { get; set; }

    public Region()
    {
        Name = string.Empty;
        State = new State();
        Reports = new List<Report>();
        Counties = new List<County>();
    }

    public Region(string name)
    {
        Name = name;
        State = new State();
        Reports = new List<Report>();
        Counties = new List<County>();
    }
}

This is my method:

[HttpGet]
public async Task<ActionResult<List<State>>> GetReportsAsync()
{
    return await context.States.Include(x => x.Regions).ToListAsync() is IList<State> states
        ? Ok(states)
        : (ActionResult<List<State>>)NoContent();
}

This is my DbContext:

protected override void OnModelCreating(ModelBuilder modelBuilder)
{
    if (modelBuilder is null) throw new ArgumentNullException(nameof(modelBuilder));
    modelBuilder.Entity<Report>(report =>
    {
        report.HasOne(x => x.County).WithMany(x => x.Reports).HasForeignKey(x => x.CountyId);
        report.HasOne(x => x.Region).WithMany(x => x.Reports).HasForeignKey(x => x.RegionId);
    });

    modelBuilder.Entity<State>(state => state.HasIndex(x => x.Name).IsUnique());

    modelBuilder.Entity<Region>(region =>
    {
        region.HasIndex(x => x.Name).IsUnique();
        region.HasOne(x => x.State).WithMany(x => x.Regions).HasForeignKey(x => x.StateId);
    });

    modelBuilder.Entity<County>(county =>
    {
        county.HasIndex(x => x.Name).IsUnique();
        county.HasOne(x => x.Region).WithMany(x => x.Counties).HasForeignKey(x => x.RegionId);
    });
}

And yet I don't get my Regions list populated in the json output. I should point out that I do get the expected result after I call another method which populates the database and then calls this one, but if I do a direct call my Reports list will be empty. Please help me out here.