Drupal 8: how can I "eager load" Entities referenced via EntityReferenceFieldItemList field
This doesn't exist in Drupal, you can't load entities of different types at once, the best you can do is load all referenced entities of the same type at once, which is what referencedEntities() does.

Each entity type has its own storage handler which doesn't know anything about other entity types, as far as those handlers are concerned, those other entities might not even be in the database but stored in MongoDB or text files.