I am guessing that the link object is your actual domain service and as such you should not be addressing it directly in the callback method as all query operations in your service are asynchronous and will not yield any result of addressed that way. Instead you can use the asynchronous callback methods arguments to get the information you are requesting like that:
loadOperation.Completed += (s, a) =>
{
LoadOperation<DomainUser> loadedObjects = (LoadOperation<DomainUser>)s;
theList = loadedObjects.Entities;
count = loadedObjects.Entities.Count();
};
That should work.