What is your database collation? Are you able to store Korean strings with any other data access technology? What is the type of the username column, and is it accurately mapped in LINQ to SQL?
I suspect that something in the database isn't set up correctly to allow full Unicode. I very much doubt that this has anything to do with LINQ itself.
The other thing to check is that you're actually getting the right data in the first place. There are often several places where things can go wrong - you need to validate each place separately to see where the data is being corrupted. I have a short article on this which you may find helpful.