Why is ORM considered good but “select *” considered bad?

SELECT *

from c in data.Customers
select c

from c in data.Customers
select new
{
  c.FirstName,
  c.LastName,
  c.Email
}

from c in data.Customers
join o in data.Orders on c.CustomerId equals o.CustomerId
select new
{
  Name = c.FirstName + " " + c.LastName,
  Email = c.Email,
  Date = o.DateSubmitted
}