David-Engel repro script pasted here, hopefully this doesn't get eaten by the comments form:
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
USE [master]
GO
EXEC master.dbo.sp_addlinkedserver @server = N'MyLinkedServer', @srvproduct=N'', @provider=N'MSOLEDBSQL', @provstr=N'Server=remoteinstance.mydomain.local;MultiSubnetFailover=Yes;'
GO
EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname=N'MyLinkedServer',@useself=N'True',@locallogin=NULL,@rmtuser=NULL,@rmtpassword=NULL
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'collation compatible', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'data access', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'dist', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'pub', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'rpc', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'rpc out', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'sub', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'connect timeout', @optvalue=N'0'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'collation name', @optvalue=null
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'lazy schema validation', @optvalue=N'false'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'query timeout', @optvalue=N'0'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'use remote collation', @optvalue=N'true'
GO
EXEC master.dbo.sp_serveroption @server=N'MyLinkedServer', @optname=N'remote proc transaction promotion', @optvalue=N'true'
GO
/*
this fails with:
Msg 8522, Level 16, State 3, Line 50
Microsoft Distributed Transaction Coordinator (MS DTC) has stopped this transaction.
*/
SELECT TOP 10
*
FROM [MyLinkedServer].[master].[sys].[databases]
GO
/*
this succeeds
*/
BEGIN DISTRIBUTED TRANSACTION
SELECT TOP 10
*
FROM [MyLinkedServer].[master].[sys].[databases]
COMMIT TRANSACTION
GO