Pros: ability to step through on code level, one can query almost any type of data as long as it is implementing either IQueryable or IEnumerable. Cons: one needs to be aware of how the SQL statement is constructed (make sure there are no unnecessary joins, etc. created).
I was asked the question about ACID implementation in C#. Also was given a problem described as pretty typical for that company and asked how to deal with that model. The overall problem was about gathering feeds and transforming them into a data via ETL engine to multiple databases.