PLINQ having different behaviour than LINQ when trying to obtain first element of filtered collection #csharp

HellWithPLINQ.cs

using System;
using System.Linq;
					
public class Program
{
	public static void Main()
	{
		int ctrS = 0, ctrP = 0, ctrWP = 0;

		Enumerable.Range(0, 1_000_000).Where( x => { ++ctrS; return x == 0; }).First();
		Enumerable.Range(0, 1_000_000).AsParallel().Where(x => { ++ctrP; return x == 0; }).First();
		Enumerable.Range(0, 1_000_000).Where(x => { ++ctrWP; return x == 0; }).AsParallel().First();

		Console.WriteLine("How many times was filter predicate executed?");
		Console.WriteLine($"sequential = {ctrS}, parallel = {ctrP}, parallel after where: {ctrWP}");
    
		// Produces:
		// sequential = 1, parallel = <random>, parallel after where: <max>
		// i.e:
		// sequential = 1, parallel = 629136, parallel after where: 1000000
		// Now try to put some heavy computation like calculating hashes inside filter predicate and you are KEK'd
	}
}

https://dotnetfiddle.net/VkPXKV