Invalid object name 'dbo.__MigrationHistory' using Database.Create; EF6.02 when connection string is passed in

I experience an error when trying to create a database using the following code. Note the problem does not happen if the connection string is not passed in. Also the problem happens when I run the program in the IDE. It does not happen if I run the program .exe or if I run the unit tests within the IDE.

However if the database is created by running the unit tests or by running the .EXE then the __MigrationHistory table is created in the main tables section, not the system tables.

public Context(string connString, bool AddInitialRecords )
    : base(connString ?? "MyContextName")
{
    this.CheckDatabase(AddInitialRecords);
}

public void CheckDatabase(bool AddInitialRecords)
{
    if (this.Database.Exists())
    {
         // upgrade stuff
    }
    else
    {
       Database.Create();  // error occurs here
        // seeding stuff 
    }
}

I don't get the problem if I just use something like

var db1 = new Context();
db1.Database.CreateIfNotExists();

I have found some documentation here but it confuses me. I am installing from a "stable build" surely I aren't experiencing something from 2012? What could I be doing wrong with PM?

The error message for the problem is....

System.Data.Entity.Core.EntityCommandExecutionException occurred
HResult=-2146232004 Message=An error occurred while executing the command definition. See the inner exception for details.
Source=EntityFramework StackTrace: at System.Data.Entity.Core.EntityClient.Internal.EntityCommandDefinition.ExecuteStoreCommands(EntityCommand entityCommand, CommandBehavior behavior) InnerException: System.Data.SqlClient.SqlException HResult=-2146232060 Message=Invalid object name 'dbo.__MigrationHistory'. Source=.Net SqlClient Data Provider ErrorCode=-2146232060 Class=16 LineNumber=1 Number=208 Procedure="" Server=.\SQLEXPRESS State=1 StackTrace: at System.Data.SqlClient.SqlConnection.OnError(SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction) at System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj, Boolean callerHasConnectionLock, Boolean asyncClose) at System.Data.SqlClient.TdsParser.TryRun(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj, Boolean& dataReady) at System.Data.SqlClient.SqlDataReader.TryConsumeMetaData() at System.Data.SqlClient.SqlDataReader.get_MetaData() at System.Data.SqlClient.SqlCommand.FinishExecuteReader(SqlDataReader ds, RunBehavior runBehavior, String resetOptionsString) at System.Data.SqlClient.SqlCommand.RunExecuteReaderTds(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, Boolean async, Int32 timeout, Task& task, Boolean asyncWrite) at System.Data.SqlClient.SqlCommand.RunExecuteReader(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, String method, TaskCompletionSource`1 completion, Int32 timeout, Task& task, Boolean asyncWrite) at System.Data.SqlClient.SqlCommand.RunExecuteReader(CommandBehavior cmdBehavior, RunBehavior runBehavior, Boolean returnStream, String method) at System.Data.SqlClient.SqlCommand.ExecuteReader(CommandBehavior behavior, String method) at System.Data.SqlClient.SqlCommand.ExecuteDbDataReader(CommandBehavior behavior) at System.Data.Entity.Infrastructure.Interception.DbCommandDispatcher.<>c__DisplayClassb.b__8() at System.Data.Entity.Infrastructure.Interception.InternalDispatcher`1.Dispatch[TInterceptionContext,TResult](Func`1 operation, TInterceptionContext interceptionContext, Action`1 executing, Action`1 executed) at System.Data.Entity.Infrastructure.Interception.DbCommandDispatcher.Reader(DbCommand command, DbCommandInterceptionContext interceptionContext) at System.Data.Entity.Internal.InterceptableDbCommand.ExecuteDbDataReader(CommandBehavior behavior) at System.Data.Entity.Core.EntityClient.Internal.EntityCommandDefinition.ExecuteStoreCommands(EntityCommand entityCommand, CommandBehavior behavior) InnerException: