Because Prefetch paths are not Joins
Prefetch paths are used to retrieve an entity and it's related entities - often called a "graph".
In your example below, you are retrieving all of the DealershipBoughtElsewhereEntitys, each with it's related Dealership entity. You should see 2 seperate sql queries, one for each table. LLBLGen then uses the results of each query to build the object graph for you.
SQL joins are known as Relations in the LLBLGen world, and are used to bring extra tables into the query - for example if you wanted to retrieve all DealershipBoughtElsewhereEntitys based on the name of a Salesman (Guessing at you entity structure here )
Getting you head round the difference between Prefetch paths and Relations is one of the largest initial stumbling blocks when using LLBLGen - we answer this question quite a lot