I hope I worded the title of my question appropriately.

In c# I can use lambdas (as delegates), or the older delegate syntax to do this:

Func<string> fnHello = () => "hello";
Console.WriteLine(fnHello());

Func<string> fnHello2 = delegate()
{
    return "hello 2";
};
Console.WriteLine(fnHello2());

So why can't I "inline" the lambda or the delegate body, and avoid capturing it in a named variable (making it anonymous)?

// Inline anonymous lambda not allowed
Console.WriteLine(
    (() => "hello inline lambda")()
);

// Inline anonymous delegate not allowed
Console.WriteLine(
    (delegate() { return "hello inline delegate"; })()
);

An example that works in javascript (just for comparison) is:

alert(
    (function(){ return "hello inline anonymous function from javascript"; })()
);

Which produces the expected alert box.

UPDATE: It seems you can have an inline anonymous lambda in C#, if you cast appropriately, but the amount of ()'s starts to make it unruly.

// Inline anonymous lambda with appropriate cast IS allowed
Console.WriteLine(
    ((Func<string>)(() => "hello inline anonymous lambda"))()
);

Perhaps the compiler can't infer the sig of the anonymous delegate to know which Console.WriteLine() you're trying to call? Does anyone know why this specific cast is required?