SqlDataReader's Connection property is Null

I'm getting an odd issue where I'm able to return results from a call to a stored procedure, but the code retrospectively fails.

public IEnumerable<T> ExecuteStoredProcedure<T>(string storedProcedureName, IDataMapper<T> mapper, IDictionary<string, object> parameters)
{
    using (var connection = new SqlConnection(connectionString))
    {
        using (var cmd = new SqlCommand(storedProcedureName, connection))
        {
            cmd.CommandType = CommandType.StoredProcedure;
            foreach (var key in parameters.Keys)
            {
                cmd.Parameters.AddWithValue(key, parameters[key]);
            }
            connection.Open();
            SqlDataReader reader = cmd.ExecuteReader();
            //return MapRecordsToDTOs(reader, mapper);

            //let's test:
            IEnumerable<T> result = MapRecordsToDTOs(reader, mapper);
            var x = (new List<T>(result)).Count;
            System.Diagnostics.Debug.WriteLine(x);
            return result;
        }
    }
}


private static IEnumerable<T> MapRecordsToDTOs<T>(SqlDataReader reader, IDataMapper<T> mapper)
{
    if (reader.HasRows)
    {
        while (reader.Read())
        {
            System.Diagnostics.Debug.WriteLine(reader["Id"]); //what's going on...
            yield return mapper.MapToDto((IDataRecord)reader);
        }
    }
}

Calling this code shows that variable x always represents the number of rows I'd expect to see from a call to my stored procedures.

Additionally my debug output shows the ID values I'd expect to see.

However, after those results are returned, I get the error An exception of type 'System.InvalidOperationException' occurred in System.Data.dll but was not handled in user code from the line if (reader.HasRows) (i.e. which has already been executed). The browser from which I invoke this request shows HTTP Error 502.3 - Bad Gateway.

I suspect the reason is the system's calculating the ID and X values for debug separately to how it would return the real user output. As such, it performs a lazy operation to get the IEnumerable values at the point at which it has to return them; only by this point the using statements have caused the dispose methods to be called, and thus the reader's connection is null (this is what I see when I inspect the reader variable's properties whilst debugging).

Has anyone seen behaviour like this before / is it a bug; or have I just missed something obvious?

Additional Code:

public interface IDataMapper<T>
{
    T MapToDto(IDataRecord record);
}

public class CurrencyMapper: IDataMapper<CurrencyDTO>
{
    const string FieldNameCode = "Code";
    const string FieldNameId = "Id";
    const string FieldNameName = "Name";
    const string FieldNameNum = "Num";
    const string FieldNameE = "E";
    const string FieldNameSymbol = "Symbol";

    public CurrencyMapper() { }

    public CurrencyDTO MapToDto(IDataRecord record)
    {
        var code = record[FieldNameCode] as string;
        var id = record[FieldNameId] as Guid?;
        var name = record[FieldNameName] as string;
        var num = record[FieldNameNum] as string;
        var e = record[FieldNameE] as int?;
        var symbol = record[FieldNameSymbol] as char?;
        return new CurrencyDTO(id, code, num, e, name, symbol);
    }
}

public class CurrencyRepository
{

    const string SPReadAll = "usp_CRUD_Currency_ReadAll";

    readonly SqlDatabase db;
    public CurrencyRepository()
    {
        db = new SqlDatabase(); //stick to SQL only for the moment for simplicity
    }
    public IEnumerable<CurrencyDTO> GetCurrencyCodes()
    {
        var mapper = new CurrencyMapper();
        return db.ExecuteStoredProcedure(SPReadAll, mapper);
    }
}

public class CurrencyDTO
{

    readonly Guid? id;
    readonly string code;
    readonly string num;
    readonly int? e;
    readonly string name;
    readonly char? symbol;

    public CurrencyDTO(Guid? id,string code,string num,int? e,string name, char? symbol)
    {
        this.id = id;
        this.code = code;
        this.num = num;
        this.e = e;
        this.name = name;
        this.symbol = symbol;
    }

    public Guid? Id { get { return id; } }
    public string Code { get { return code; } }
    public string Num { get { return num; } }
    public int? E { get { return e; } }
    public string Name { get { return name; } }
    public char? Symbol { get { return symbol; } }
}