Incorrect syntax near 'MERGE' Entity Framework Core

I have a problem when try to create a client, who has a few addresses.

public class Client
{
    public int Id { get; set; }
    public string Name{ get; set; }
    public string Lastname{ get; set; }
    public int DNI { get; set; }
    public List<Phones> Phones{ get; set; }
}

public class Phone
{
    [Key]
    public int IdPhone { get; set; }
    public int Number{ get; set; }
}

public Client Create(Client client)
{
    if (_context.Client.Any(x => x.DNI == cliente.DNI))
        throw new AppException("Username " + cliente.DNI + " is already taken");

    _context.Cliente.Add(client);
    _context.Phones.AddRange(client.Phones);
    _context.SaveChanges();

    return client;
}

Exception is:

Microsoft.EntityFrameworkCore.DbUpdateException: 'An error occurred while updating the entries. See the inner exception for details.'

SqlException : Incorrect syntax near 'MERGE'

{
"name": "Franco",
"lastname": "Pachue",
"dni": 55555555,
"phones": [
    {
        "number": "4444444"
    }
]

}