You are using IQueryable.Select method. So it is definitely translated into SQL.From the docs
The Select<TSource, TResult>(IQueryable<TSource>, Expression<Func<TSource, TResult>>) method generates a MethodCallExpression that represents calling Select<TSource, TResult>(IQueryable<TSource>, Expression<Func<TSource, TResult>>) itself as a constructed generic method. It then passes the MethodCallExpression to the CreateQuery(Expression) method of the IQueryProvider represented by the Provider property of the source parameter.
You can verify this by using a profiler.Or, try calling an unsupported method in the Select and you will get an exception that says linq to entities does not recognize the method X, that also verifies the Select is converted to SQL and not executed in the memory.