category.ParentCategoryId = @parentCategoryId

 or

category.ParentCategoryId = null and this sql didn't return result, because expect category.ParentCategoryId is null.

Then I test another way to delive null value 

 if (parentCategoryId == null)
            {
                var query = from
                                    category in this.productsHelpDataContext.Categories
                            orderby
                                    category.Order ascending
                            where
                                category.ParentCategoryId == null

                            select category;

                return query.Select(category => category);
            }
            else
            {
                var query = from
                                    category in this.productsHelpDataContext.Categories
                            orderby
                                    category.Order ascending
                            where
                                category.ParentCategoryId == parentCategoryId
                            select category;

                return query.Select(category => category);
            }

In other word LINQ to SQL strict follow sql script convention.