Interesting, I think this is what resharper calls 'possible multiple enumerations' https://www.jetbrains.com/help/resharper/PossibleMultipleEnumeration.html#false-positives

The solution would be to add a .List() like this:

    return cities.Select(c =>
    {
        var feature = new PointFeature(SphericalMercator.FromLonLat(c.Lng, c.Lat).ToMPoint());
        feature["name"] = c.Name;
        feature["country"] = c.Country;
        Console.WriteLine("Name={0}", c.Name);  // FOR DEBUG LOGGING
        return feature;
    }).ToList();

I see we have three versions of the method, and perhaps other methods with a different name but the same problem.

The annoying thing of the 'possible multiple enumerations' warning is that you get it in every method that receives a IEnumerable<> even if the providing method already turned it into a List. The guideline I use is that the source is responsible to do a .ToList(). So, in this case the GetCitiesFromEmbeddedResource() method has a bug.

The advantage of the IEnumerable over List is that you can not modify it. An alternative can sometimes be to use the new .NET Span or Memory types.

By adding .ToList(), the issue was perfectly resolved.
Since I'm not very familiar with the behavior of .NET, I couldn't figure out the cause until I received your reply.
It was a great learning experience.
Thank you very much.