It is because LINQtoSQL uses Deferred Execution. It means that the evaluation of an expression is delayed until its realized value is actually required. Deferred execution can greatly improve performance when you have to manipulate large data collections, especially in programs that contain a series of chained queries or manipulations. In the best case, deferred execution enables only a single iteration through the source collection.

When you Call the ToList() method on the expression. It returns the result of the expression immediatly. So you must call such a method.