The configured execution strategy 'RetryTransactionExecutionStrategy' does not support user initiated transactions - entity-framework

Question

We wrote our own simple execution strategy to retry saving any data using our DbContext when it runs into a table lock timeout.
public class RetryTransactionExecutionStrategy : DbExecutionStrategy
{
public RetryTransactionExecutionStrategy() : base()
{
}
protected override bool ShouldRetryOn(Exception exception)
{
while (exception != null)
{
if (exception is MySqlException ex
&& ex.Number == 1205) // Deadlock error code
{
return true;
}
exception = exception.InnerException;
}
return false;
}
}
We register it by using the DbConfig class, in the same folder as the context class.
public class DbConfig : DbConfiguration
{
public DbConfig()
{
SetExecutionStrategy(MySqlProviderInvariantName.ProviderName, () => new RetryTransactionExecutionStrategy());
}
}
Now most regular usage of the context will use the retry execution strategy. However, transactions are a more special case. Microsoft mentions usage of them in their documentation, and tells the user to manually call the execution strategy, like this:
var executionStrategy = new RetryTransactionExecutionStrategy();
executionStrategy.Execute(() =>
{
using (PigDbAccountEntities pigDbAccountEntities = new PigDbAccountEntities())
{
using (var dbtransaction = pigDbAccountEntities.Database.BeginTransaction())
{
try
{
//work on some data
pigDbAccountEntities.SaveChanges();
//work on some more data
pigDbAccountEntities.SaveChanges();
//work on even more data
pigDbAccountEntities.SaveChanges();
dbtransaction.Commit();
isSaved = true;
}
catch (Exception ex)
{
dbtransaction.Rollback();
Logger.Instance.Log(LogLevel.ERROR, LogSource.DB, "error in AccountEntityManager.SaveApplicationUser", ex);
}
}
}
});
And yet we still get this error message:
The configured execution strategy 'RetryTransactionExecutionStrategy' does not support user initiated transactions. See http://go.microsoft.com/fwlink/?LinkId=309381 for additional information.
Any idea on what to do/check?