Simple scenario
[ClientTable]: ClientId, ClientName, Phone, Age
[CityTable]: CityID, CityName, Country
[ClientCityTable]: ClientCityID, ClientID, CityID
Client
Typically you have to insure that the linked tables exist before the insert or you may get an error (depends if you have constrained your sql tables).
You can also create custom stored procedure calls for the inserts and updates, these procedures could insure the linked tables are correct.
IMHO linq-to-sql is good for making complicated selections but not so easy to use for updating the database. (Often I've seen it create serious performance bottlenecks.)
From the result, it really does not matter. Both ways are correct.
Advantages of the second (only one insertonsubmit)
Advantage of the first one
As you already found out, the result is the same.