Why the order of LINQ to objects methods counts

I read this question's answers that explain the order of the LINQ to objects methods makes a difference. My question is why?

If I write a LINQ to SQL query, it doesn't matter the order of the LINQ methods-projections for example:

session.Query<Person>().OrderBy(x => x.Id)
                       .Where(x => x.Name == "gdoron")
                       .ToList();

The expression tree will be transformed to a rational SQL like this:

  SELECT   * 
  FROM     Persons
  WHERE    Name = 'gdoron'
  ORDER BY Id; 

When I Run the query, SQL query will built according to the expression tree no matter how weird the order of the methods.
Why it doesn't work the same with LINQ to objects?
when I enumerate an IQueryable all the projections can be placed in a rational order(e.g. Order By after Where) just like the Data Base optimizer does.