To not be completely repetitive, here are the basic steps for implementing lazy loading in your Blazor WebAssembly application direct from the Microsoft docs: Lazy load assemblies in ASP.NET Core Blazor WebAssembly
The issue is the Project Configuration and Router Configuration sections of the docs as of this post are still not up to date. With .NET 8, the WASM assemblies are now built as .wasm files not .dll files and therefore the main update you'll need to make are inside the .csproj file and within the definition of the LazyAssemblyLoader routing code to use the .wasm file extension for the referenced .dlls:
.csproj file updates
If continuing to use the old code with the .dll extension you would get the following error on building your application:
Unable to find 'EngineAnalyticsWebApp.TestLazy.dll' to be lazy loaded later. Confirm that project or package references are included and the reference is used in the project" error on build
Upon making the required updates to your .NET 8 application to prevent the error above, your app should successfully build, and you'll see the correct deferred execution in the browser.