Вот мой запрос:
$data = AddressClassificator::find()
->select('id, iata')
->with(['addressClassificatorTranslates' => function($query) {
$query->addSelect(['id', 'name', 'country', 'city']);
$query->andWhere(['lang' => Yii::$app->language]);
}])
->asArray()
->all();
Сформированный SQL
SELECT `id`, `name`, `country`, `city` FROM `addressClassificatorTranslate` WHERE (`lang`='ru-RU') AND (`addressClassificator_id` IN ('1', '2'))
SELECT `id`, `iata` FROM `addressClassificator` ORDER BY `iata`
на выходе
[
0 => [
'id' => '1'
'iata' => 'AAA'
'addressClassificatorTranslates' => []
]
]