This alert is raised whenever the profiler detects that a query has been generated as a result of a data binding operation.

The simplest from of this is binding to a linq query against the database:

DataContext = from user in ctx.Users
              where user.IsActive
              select user;

The problem with this is that the Win Forms / WPF data binding code was designed with the assumption that it would work against in-memory data. Therefore, setting a data source usually triggers multiple calls to interface methods to obtain the data. As a consequence, when you perform data binding against an a database query directly, the query is often evaluated a couple of times, triggering multiple round-trips to the server.

The recommendation is to bind to the result of the query:

var activeUsers = from user in ctx.Users
                  where user.IsActive
                  select user;
DataContext = activeUsers.ToList();

Another problem with data binding that the profiler will detect and warn about is lazy loading as a result of data binding operation. For example, binding to "Order.Customer.Name" will lead to loading the customer entity and binding to its Name property. The problem with those sort of queries is that they are likely to repeat for as many items as there are in the query, leading to Select N+1.

Even assuming that you are binding to just a single entity, lazy loading through data binding is a bad practice. You should use eager loading to load the data up front, rather than let the UI load it in the worst possible manner.