EF 6 GroupBy NullReferenceException (no replies)

After migration from MSSQL to the MySql I faced this issue with some queries.
For example query with GroupBy statement caused NRE:

var finalActivities = from examActivity in activitiesFilteredForReport
examActivity.CreateTime descending
group examActivity by axamActivity.CreateTime into gr
select gr.FirstOrDefault();

But if I write code like this:

var finalActivities = from examActivity in activitiesFilteredForReport
examActivity.CreateTime descending
group examActivity by axamActivity.CreateTime into gr
select gr.FirstOrDefault().Id;

It gives me Ids without any exception.

In this case, I apply some workaround to make code work:

var ids = activitiesFilteredForReport.GroupBy(activity => activity.OrderExamId)
.Select(g => g.FirstOrDefault().Id);

var finalActivities = from examActivity in activitiesFilteredForReport
join id in ids on examActivity.Id equals id
orderby examActivity.CreateTime descending
select examActivity;

But I not sure is it a good solution. Can anyone help me to sort this issue? What I do wrong?