That's a provider bug. It may be a bug which is triggered by a configuration error, but it is a provider bug nonetheless. You should talk to the people who wrote your MySQL provider, and send them that stack and test case.
Well, I don't know if this is the way it's supposed to be or not (if it is, I'm a little embarrassed -- though in my defense I fail to see anywhere this is clearly indicated); but it seems the problem was that I had my target framework set to .NET 3.5. After changing my project's target framework (honestly, on a whim) to .NET 4.0, the NullReferenceException went away.
So, as unsatisfying as it may be, that seems to have been the solution in my case.
I have the same problem, and setting target framework to 4.0 appears to solve it. This unfortunately doesn't help a lot, since I am using a hostingprovider that doesn't support .NET 4.0 yet... So the question remains: What is going wrong with this dataprovider?
I got past this error by adding a reference to MySql.Data.Entity.dll (and MySql.Web.dll)