Do I still need an explicit middle entity for N-to-N in EF under .NET Core 3?

The feature you (and not only) are asking for is tracked by #10508: Implement many-to-many relationships without mapping join table.

As you can see, the status is Backlog, which means it is considered, but no concrete schedule. Also the last comment by the EF Core team (manager) is

Current plan for 3.0 is to implement skip-level navigation properties as a stretch goal. If property bags (#9914) also make it into 3.0, enabling a seamless experience for many-to-many could become easier.

Also it's not listed in the New features. And just referenced in Property bag entities

This feature is a stepping stone to support many-to-many relationships without a join entity (issue #1368), which is one of the most requested improvements for EF Core.

where #1368 refers to Discussion on many-to-Many relationships (without CLR class for join table).

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All that simply means that the answer to your question is - no, this feature won't be in 3.0, hence you should continue using explicit join entity.