This doesn't work with entity framework 6 and Azure Cosmos Db. This is the error you get if you try that:
System.InvalidOperationException: 'The property 'ApplicationUser.Roles' could not be mapped because it is of type 'IEnumerable', which is not a supported primitive type or a valid entity type. Either explicitly map this property, or ignore it using the '[NotMapped]' attribute or by using 'EntityTypeBuilder.Ignore' in 'OnModelCreating'.'
Where as it works perfectly fine as a list.
Is it within the realms of possibility in future versions of Radzen that dropdown could be a bit more flexible in what it'll bind to? A list implements IEnumerable after all.