Why is an ExpandoObject breaking code that otherwise works just fine?

When you pass the dynamic to CreateCommand, the compiler is treating its return type as a dynamic that it has to resolve at runtime. Unfortunately, you’re hitting some oddities between that resolver and the C# language. Fortunately, it’s easy to work around by removing your use of var forcing the compiler to do what you expect:

public static dynamic DynamicWeirdness() {
    dynamic ex = new ExpandoObject ();
    ex.Query = "SELECT * FROM Products";
    using (var conn = OpenConnection()) {
        DbCommand cmd = CreateCommand(ex); // <-- DON'T USE VAR
        cmd.Connection = conn;
    }
    Console.WriteLine("It worked!");
    Console.Read();
    return null;
}

This has been tested on Mono 2.10.5, but I’m sure it works with MS too.