The first time your application makes a call to EF it will do the initialization (it will build the db if it doesn't exist etc.) If this first call is inside a TransactionScope it will promote to DTC.
To fix this, make a call to EF in your app startup method and this will ensure that EF will be initialized outside of the TransactionScope. From here on in you can include one or more calls to EF inside a TransactionScope and it won't promote to DTC providing:
a) You always use EXACTLY the same connection string, and
b) You are using Sql Server 2008 and above (which you are).