What is a reason that LINQ to SQL wouldn't generate a collection based on a relationship?

DataClasses1DataContext db = new DataClasses1DataContext();

var results = from threes in db.tableThrees
    join twos in db.tableTwos on threes.fk_tableTwo equals twos.id
    join ones in db.tableOnes on twos.fk_tableOne equals ones.id
    select new { ones, twos, threes };

--Table One
CREATE TABLE tableOne(
	[id] [int] IDENTITY(1,1) NOT NULL,
	[value] [nvarchar](50)  NULL,
 CONSTRAINT [PK_tableOne] PRIMARY KEY CLUSTERED
	( [id] ASC ) WITH (
	PAD_INDEX  = OFF,
	 STATISTICS_NORECOMPUTE  = OFF,
	 IGNORE_DUP_KEY = OFF,
	 ALLOW_ROW_LOCKS  = ON,
	 ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
	) ON [PRIMARY];

--Table Two
CREATE TABLE tableTwo(
	[id] [int] IDENTITY(1,1) NOT NULL,
	[value] [nvarchar](50)  NULL,
	[fk_tableOne] [int] NOT NULL,
CONSTRAINT [PK_tableTwo] PRIMARY KEY CLUSTERED
	( [id] ASC ) WITH (
	PAD_INDEX  = OFF,
	STATISTICS_NORECOMPUTE  = OFF,
	IGNORE_DUP_KEY = OFF,
	ALLOW_ROW_LOCKS  = ON,
	ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
	) ON [PRIMARY];

ALTER TABLE tableTwo WITH CHECK
	ADD CONSTRAINT [FK_tableTwo_tableOne]
	FOREIGN KEY([fk_tableOne])
	REFERENCES tableOne ([id]);

ALTER TABLE tableTwo CHECK CONSTRAINT [FK_tableTwo_tableOne];


--Table Three
CREATE TABLE tableThree(
	[id] [int] IDENTITY(1,1) NOT NULL,
	[value] [nvarchar](50) NULL,
	[fk_tableTwo] [int] NOT NULL,
CONSTRAINT [PK_tableThree] PRIMARY KEY CLUSTERED
	([id] ASC ) WITH (
	PAD_INDEX  = OFF,
	STATISTICS_NORECOMPUTE  = OFF,
	IGNORE_DUP_KEY = OFF,
	ALLOW_ROW_LOCKS  = ON,
	ALLOW_PAGE_LOCKS  = ON) ON [PRIMARY]
	) ON [PRIMARY];

ALTER TABLE tableThree WITH CHECK
	ADD CONSTRAINT [FK_tableThree_tableTwo]
	FOREIGN KEY([fk_tableTwo])
	REFERENCES tableTwo ([id]);

ALTER TABLE tableThree CHECK CONSTRAINT [FK_tableThree_tableTwo];