That would indeed be possible, but only using one of two approaches:

1) bytecode enhancement
2) proxing + defining Order#customer using a fetch profile that is not triggered.

Though honestly I am not sure exactly how either of those approaches work in conjunction with NotFoundAction.IGNORE - you'd have to TIAS.

This will never work with straight proxy-based lazyiness (option (2) minus the using fetch profile part) - by design and intention.