i cant post pictures in reply so i am using it as answer
i will doublecheck lower versions (i guess 5) - since i dont know which version are you using (but image of EF connection is different than mine (!))
in linqpad 7 it works
in addition, if you need a context you can write using regular connection
using(TypedDataContext context = new TypedDataContext(Connection.ConnectionString)){
context.TABLE.Where(w=>w.ID == 64463).Dump();
}
i cant post pictures in reply so i am using it as answer i will doublecheck lower versions (i guess 5) - since i dont know which version are you using (but image of EF connection is different than mine (!))
in linqpad 7 it works

in addition, if you need a context you can write using regular connection