Entity Framework doesn't load data with many-to-many relationship

I am writing a photo manager application where the Users can collect photos into albums. So I have a many-to-many relationship between Photos and Albums. I can add a photo to an album, and it saves to the database.

I expect that next time I open the app album will contain the photo I added to it, but it doesn't. album.Photos contains 0 Photos. Database contains the row with desired data, so the problem must be in the code.

It worked somehow, but then I started to edit some application functions and it broke. I have tried to change everything back, but it didn't work. I also looked at basic examples of many-to-many relationships in Entity Framework, but I saw no mistakes.

I use SQL Server, if it matters

My Album class:

public class Album
{
    public Album()
    {
        Photos = new List<PhotoInfo>();
    }

    public Album(string _name)
    {
        Name = _name;
        Photos = new List<PhotoInfo>();
    }

    public void Rename(string new_name)
    {
        Name = new_name;
    }

    public override string ToString()
    {
        return this.Name;
    }

    public int Id { get; set; }
    public string Name { get; set; }
    public ICollection<PhotoInfo> Photos { get; set; }
}

My Photo class:

public class PhotoInfo
{
    public PhotoInfo()
    {
        Albums = new List<Album>();
    }

    public PhotoInfo(string path)
    {
        Source = path;
        FileName = Path.GetFileName(path);
    }

    public int Id { get; set; }
    public string Source { get; set; }
    public string FileName { get; set; }
    public ICollection<Album> Albums { get; set; }
}

Data context:

class PhotoContext : DbContext
{
    public PhotoContext() : base("DefaultConnection") { }
    public DbSet<PhotoInfo> Photos { get; set; }
    public DbSet<Album> Albums { get; set; }
}

Data loading example:

db = new PhotoContext();
db.Photos.Load();
db.Albums.Load();

Album album = db.Albums.Find(1);