In EF, it is possible to write the following line:
orderLine.OrderReference.EntityKey.EntityKeyValues[0].Value
Which results in the ID of the associated OrderReference.
What would be the solution if I wanted to know the ID’s of the orderLines associated with an order?
The point of the line you show is to get the ID without loading orderLine.Order. But you can’t get the IDs of a collection without loading. So just look at the ID property, either directly or from the context.