Fun with IEnumerable - A puzzling quiz

[Test]
public void puzzling_test()
{
    IEnumerable<string> strings = SomeStrings;
    Assert.AreEqual(new[] { "Foo", "Bar", "Baz" }, strings.ToArray());

    var test1 = strings.Select(s => new string(s.ToCharArray()));
    Assert.AreEqual(new[] { "Foo", "Bar", "Baz" }, test1.ToArray());

    var test2 = strings.Select(s => "" + new string(s.ToCharArray()));
    Assert.AreEqual(new[] { "Foo", "Bar", }, test2.ToArray());
    // Hey, what happened to Baz??

    try
    { 
        var test3 = strings.Select(s => new string(s.ToCharArray()) + "");
        Assert.Null(test3.ToArray());
    }
    catch (PlatformNotSupportedException)
    {
        Assert.Pass();
    }
            
    var test4 = strings.Select(s => new string(s.ToCharArray()) + "");
    Assert.AreEqual(new[]
    {
        "Argument Foo of type System.String is not assignable to parameter type int32",
        "Argument Bar of type System.String is not assignable to parameter type int32",
        "Constructor 'Baz' has 0 parameter(s) but is invoked with 0 argument(s)"
    }, test4.ToArray());
}