Entity Framework (ASP.NET core 1) list all users with role names

Question

I am trying to get all users with role names, but query miserable fails with error:

Additional information: Invalid column name 'AppRoleId1'.

My query is:

var query = this.context.Users
                .Include(u => u.Roles)
                .ThenInclude(r => r.Role)
                .OrderBy(u => u.DisplayName);

I override IdentityUser, IdentityUserRole ... and add property Role to AppUserRole class so ThenInclude could work:

[Table("UserRoles")]
public partial class AppUserRole : IdentityUserRole<int>
{
    public AppUser User { get; set; }
    public AppRole Role { get; set; }

    public AppUserRole() { }

    public AppUserRole(AppUser user, AppRole role)
    {
        this.RoleId = role.Id;
        this.UserId = user.Id;
    }
}

Entity Framework generates this SQL:

SELECT [u3].[RoleId], [u3].[UserId], [u3].[AppRoleId1], [u3].[AppUserId], [r].[Id], [r].[ConcurrencyStamp], [r].[Name], [r].[NormalizedName]
FROM [UserRoles] AS [u3]
INNER JOIN (
    SELECT DISTINCT [u].[DisplayName], [u].[Id]
    FROM [Users] AS [u]
) AS [u4] ON [u3].[UserId] = [u4].[Id]
LEFT JOIN [Roles] AS [r] ON [u3].[AppRoleId1] = [r].[Id]
ORDER BY [u4].[DisplayName], [u4].[Id]

which is odd (where on earth did it get AppRoleId1 column?).

I think this should work, also based on this thread, but it is not. Why? Is there a bug in Entity Framework?

Edited:

I did migrations (dotnet ef migrations add ...) and error is gone, but result is null for query.Single().Roles[0].Role: