It's better to .Take() - 1

ItsBetterToTake.cs

public class Component
{
    public int Id { get; set; }
    public virtual ComponentStatus LatestComponentStatus { get; set; }
}
public class ComponentStatus {
    public int Id { get; set; }
    public DateChanged { get; set; }
    public StatusEnum Status { get; set; }
    public in ComponentId { get; set; }
}

sample 2.cs

var query = from c in Components
    select new  {
       component=c,
       componentstatus=(from cs in ComponentStatus 
                   where cs.ComponentId==c.Id && cs.DateChanged<DateTime.UtcNow
                select cs).OrderBy(cs=>cs.Id).FirstOrDefault()
    };

sample3.sql

SELECT [s].[Id], [t0].[ID], [t0].[ComponentId],  [t0].[DateChanged], [t0].[Status]
FROM [Component] AS [s]
LEFT JOIN (
    SELECT [t].[ID], [t].[ComponentId], [t].[DateChanged], [t].[Status]
    FROM (
        SELECT [c].[ID], [c].[ComponentId], [c].[DateChanged], [c].[Status], ROW_NUMBER() OVER(PARTITION BY [c].[ComponentId] ORDER BY [c].[ID]) AS [row]
        FROM [ComponentStatus] AS [c]
        WHERE [c].[DateChanged] < GETUTCDATE()
    ) AS [t]
    WHERE [t].[row] <= 1
) AS [t0] ON [s].[Id] = [t0].[ComponentId]

sample4.cs

var query = from c in Components
    select new  {
       component=c,
       componentstatus=(from cs in ComponentStatus 
                   where cs.ComponentId==c.Id && cs.DateChanged<DateTime.UtcNow
                select cs).OrderBy(cs=>cs.Id).Take(1).FirstOrDefault()
    };

sample5.sql

SELECT [s].[Id], [t0].[ID], [t0].[ComponentId], [t0].[DateChanged], [t0].[Status]
FROM [Component] AS [s]
OUTER APPLY (
    SELECT TOP(1) [t].[ID], [t].[ComponentId],[t].[DateChanged], [t].[Status]
    FROM (
        SELECT TOP(1) [c].[ID], [c].[ComponentId], [c].[DateChanged],  [c].[Status]
        FROM [ComponentStatus] AS [c]
        WHERE ([c].[ComponentId] = [s].[Id]) AND ([c].[DateChanged] < GETUTCDATE())
        ORDER BY [c].[ID]
    ) AS [t]
    ORDER BY [t].[ID]
) AS [t0]

sample6.cs

var query1 = ComponentStatus
        .Where(cs=>cs.DateChanged<DateTime.UtcNow)
        .Select(cs=>cs.Id)
        .OrderBy(cs=>cs)                
        .FirstOrDefault();
    
var query2 = ComponentStatus
        .Where(cs=>cs.DateChanged<DateTime.UtcNow)
        .Select(cs=>cs.Id)
        .OrderBy(cs=>cs)
        .Take(1)
        .FirstOrDefault();

sample7.sql

SELECT TOP(1) [c].[ID]
FROM [ComponentStatus] AS [c]
WHERE [c].[DateChanged] < GETUTCDATE()
ORDER BY [c].[ID]
GO
SELECT TOP(1) [t].[ID]
FROM (
    SELECT TOP(1) [c].[ID]
    FROM [ComponentStatus] AS [c]
    WHERE [c].[DateChanged] < GETUTCDATE()
    ORDER BY [c].[ID]
) AS [t]
ORDER BY [t].[ID]
GO

sample8.cs

var query = from c in Components
    select new  {
       component=c,
       componentstatus=(from cs in ComponentStatus 
                   where cs.ComponentId==c.Id && cs.DateChanged<DateTime.UtcNow
                select cs).OrderBy(cs=>cs.Id).Take(1).FirstOrDefault()
    };
var results = await query.ToListAsync();
results.forEach(x=>x.component.CurrentComponentStatus = x.componentstatus);

sample9.cs

var query5 = from c in Components
    select new Component  {
       Id=c.Id,
       ComponentStatus=(from cs in ComponentStatus 
                   where cs.ComponentId==c.Id && cs.DateChanged<DateTime.UtcNow
                select new { cs.Status, cs.Id }).OrderBy(cs=>cs.Id).Take(1).FirstOrDefault()
    };