Entity Framework lazy loading in using statement

I am so curious, when I went to deep into Entity Framework and will be glad to help me understand about lazy loading in this example which I show here:

public partial class Customer
{
    public int CustomerID { get; set; }
    public Nullable<int> PersonID { get; set; }
    public Nullable<int> StoreID { get; set; }
    public Nullable<int> TerritoryID { get; set; }
    public string AccountNumber { get; set; }
    public System.DateTime ModifiedDate { get; set; }

    public virtual Territory Territory { get; set; }
}

public partial class Territory
{
    public Territory()
    {
        this.Customers = new HashSet<Customer>();
    }

    public int TerritoryID { get; set; }
    public string Name { get; set; }
    public string CountryRegionCode { get; set; }
    public string C_Group_ { get; set; }
    public decimal SalesYTD { get; set; }
    public decimal SalesLastYear { get; set; }

    public virtual ICollection<Customer> Customers { get; set; }
}


public ActionResult LoadData()
{
    var draw = Request.Form.GetValues("draw").FirstOrDefault();
    var start = Request.Form.GetValues("start").FirstOrDefault();
    var length = Request.Form.GetValues("length").FirstOrDefault();

    var sortColumn = Request.Form.GetValues("columns[" + Request.Form.GetValues("order[0][column]").FirstOrDefault() + "][name]").FirstOrDefault();
    var sortColumnDir = Request.Form.GetValues("order[0][dir]").FirstOrDefault();

    var pageSize = length != null ? Convert.ToInt32(length) : 0;
    var skip = start != null ? Convert.ToInt32(start) : 0;
    int totalRecords = 0;

    using (MyDatabaseEntities dc = new MyDatabaseEntities())
    {           
        //1.
        var items = dc.Customers.Select(a => a);

        //2. 
        //var items = dc.Customers.Select(a => new
        //{
        //    a.CustomerID,
        //    a.PersonID,
        //    a.StoreID,
        //    TerritoryName = a.Territory.Name,
        //    a.AccountNumber,
        //    a.ModifiedDate
        //});

        if (!(string.IsNullOrEmpty(sortColumn) && string.IsNullOrEmpty(sortColumnDir)))
        {
            items = items.OrderBy(sortColumn + " " + sortColumnDir);
        }

        totalRecords = items.Count();
        var data = items.Skip(skip).Take(pageSize).ToList();

        return Json(new { recordsFiltered = totalRecords, recordsToral = totalRecords, data = data }, JsonRequestBehavior.AllowGet);
    }
}

I've numbered some parts. In first case as you see I select all customers, lazy loading is true and this throws an error:

The ObjectContext instance has been disposed and can no longer be used for operations that require a connection

If I uncomment the second part, it will work without errors. The only difference between them is that in second case I select columns which I need