It seems for that specific operation, I need a config file:

<?xml version="1.0" encoding="utf-8" ?>
<configuration>
  <startup useLegacyV2RuntimeActivationPolicy="true">
    <supportedRuntime version="v4.0"/>
    <requiredRuntime version="v4.0.20506" />
  </startup>
</configuration>

This file was not required in the previous version. The operation consists of executing a SQL Script by the use of a data provider.