Visual Studio stops debugging with no errors unexpectedly

Question

I am debugging a project and Visual Studio stops debugging and closes the program on the following line with no exceptions or error messages (I have enabled notifications for any thrown exceptions in options):

var query = Session.Linq<RSS>()
            .Where(x => x.LastRetrieved <= date || x.LastRetrieved == null)
            .Where(x => x.Moderated);

Where Session.Linq refers to LINQ2NHibernate. Anyway, the question is: what are the possible reasons for such behavior? Tested both on VS 2010 and 2008 - they behave identically just falling out of debugging.

Update. If I change application type to "Console Application" it behaves normally. Very strange.