Oracle UPDATE followed by SELECT in LinqPad
Thank you all for your comments.  You deserve the credit for this answer.  To summarize:

The Oracle driver for LinqPad that I'm using (dotConnect Direct Mode based on OCI 8) wants the statement to be formatted like this (yes, wihout any semicolons):

UPDATE schedule_amounts 
SET ANNUAL_RATE = 44000
WHERE SCHEDULE_ID = 'LCSD'
    and SCHEDULE_NO = 2014
    and SCHEDULE_LEVEL = 100
    and SCHEDULE_STEP = 17
GO
SELECT * FROM schedule_amounts