Why only primitive types or enumeration types are supported in this context using EF?

In my application I try to execute a Join query using EntityFramework, Repository Pattern, It is throwing bellow error. What is the problem in the link query? Let me explain in details

Error Description

Unable to create a constant value of type 'Anonymous type'. Only primitive types or enumeration types are supported in this context

Initialization

_repository = new GenericRepository<WeeklyEntry>();
_repositoryGroup = new GenericRepository<Group>();
_repositoryGroupMember = new GenericRepository<GroupMember>();

Fetching Logic

 var groups = _repositoryGroup.GetAll().OrderBy(o => o.ID)
                              .Select(s => new { s.ID, s.Name }).ToList();
 var groupMembers = _repositoryGroupMember.GetAll().OrderBy(o => o.ID)
                                          .Select(s => new { s.GroupID, s.ID, s.Name })
                                          .ToList();

Main Query [Not Working]

 var results = (from we in _repository.GetAll()
                join g in groups on we.GroupID equals g.ID into grpjoin
                from g in grpjoin.DefaultIfEmpty()
                join gm in groupMembers on we.DepositedByMemberID equals gm.ID into gmjoin
                from gm in gmjoin.DefaultIfEmpty()
                where gm.GroupID == g.ID
                select new
                {
                     GroupID = g.ID,
                     GroupName = g.Name,
                     MemberID = grpmresult.ID,
                     grpmresult.Name,
                     we.ID                                  
                 }).ToList();

To try to achieve bellow SQL Query

select w.GroupID, g.Name, gm.Name, w.ID
from [dbo].[WeeklyEntry] as w
left outer join [dbo].[Group] as g on g.ID = w.GroupID
left outer join [dbo].[GroupMember] as gm on gm.GroupID = g.ID
AND gm.ID = w.DepositedByMemberID
order by w.GroupID

Strange Findings

If I include .ToList(); with each query like from we in _repository.GetAll().ToList() the entire query will work & give expected result without Any ERROR!!!

So if I convert each query return type to In-memory Or IEnumerable<> it is working as expected without any error but IQueryable<> query not working as expected.

New Code Snippet [Working]

var results = (from we in _repository.GetAll().ToList()
                join g in groups on we.GroupID equals g.ID into grpjoin
                from g in grpjoin.DefaultIfEmpty()
                join gm in groupMembers on we.DepositedByMemberID equals gm.ID into gmjoin
                from gm in gmjoin.DefaultIfEmpty()
                where gm.GroupID == g.ID
                select new {...}.ToList();