Update: this is fixed in EF Core 2.1.
Entity Framework Core, as of version 2.0, does not support enlisting in ambient transactions, like those provided by TransactionScope. It is being tracked by issue #9561. This is by design and is related to a limitation of System.Data.SqlClient, which will be fixed when .NET Core 2.1 comes out. The ticket for SqlClient is #3114.
I already talked about the hard relation between Entity Framework and TransactionScope before. This time, however, with EF Core 2.1, it seems that it will be fixed, and this is a good thing. For now, however, you will have to roll out your own transaction management strategy which includes starting your own transactions explicitly and either committing them or rolling them back at the end. Please refer to the Microsoft documentation available at https://docs.microsoft.com/en-us/ef/core/saving/transactions.