The original (675634) was closed in error. The reason given was, "we'll be investing heavily in the Entity Framework rather than LINQ to SQL". However, the problem affects LINQ to Objects (not LINQ to SQL). Your investment in Entity Framework will benefit if this problem is fixed!
Three other users (abatishchev, Anders Borum, Patrick Smacchia) have posted comments agreeing that this was closed in error. I'm sure this would have many more votes by now if voting hadn't been disabled in 2011!
I summarize the description in a blog post:
If LINQ Set operations takes account that one of the sequence can be HashSet<T>, in such case we can expect a perf gain of x2.7.
If LINQ Set operations takes account that both sequences can be collections (hence getting straight their Count()) in such case it is preferable to use longSeq.Intersect(shortSeq) instead of shortSeq.Intersect(longSeq), to prefer computing a small Set<T> instead of a large Set<T>.