there is the distinction between the normal SQL server and its express edition. Maybe you got confused and used the database from the other without noticing. Technically, we check upon connection, but afterwards the ORM behaves in the same way.
The effect will only visible once you try to open the database with your persistent classes. You can check if the opening would succeed by looking at the VS OpenAccess menu Help->Product Info. There you will find an indication which version is found (developer or express).
The sample databases could also get deployed to the normal database server; again, this is a licensing issue and not a technical problem.