[PeterisP]

If you're issuing a statement that includes an 'IN' statement with thousands of values, where are those values coming from, how are you getting them? In a relational database, a so large list of values generally indicates that they aren't arbitrary but would come from some table (perhaps with some condition), so the selection would be implemented with a table join - if you're fetching a huge list of IDs from the database and then passing them back as part of a query, that doesn't seem right.

In the grandparent comment, "Suppose you are loading thousands, if not millions of objects, and you wish to preload all of their children, your ORM might simply do this by running two SELECTs ..." - well if your ORM is doing something stupid, then you either fix the ORM or work around the ORM to get a reasonable query that will not uselessly send these millions of object IDs back to the database - what a waste of IO.