title: `DbContext.Database.BeginTransaction` can't be nested?
body: <p>I'm trying the EF6-way of using transactions and noticed that the following code</p>
  
  <pre><code>using (db.Database.BeginTransaction())
  {
      // something
      using (db.Database.BeginTransaction())
      {
          /// something
      }
  }
  </code></pre>
  
  <p>throws an exception on the second begin transaction telling me that</p>
  
  <pre><code>The connection is already in a transaction and cannot participate in another
  transaction. EntityClient does not support parallel transactions.
  </code></pre>
  
  <p>Not that I would want to do a <em>parallel transaction</em>, whatever that could mean on one connection. I just wanted a nested one.</p>
  
  <p>So is this indeed not supported on what's going on?</p>