LINQ is intended to be an object pipeline - as such, there is no
*immediate* way to do this - i.e. you can't impact the auto-generated
SQL to that extent short of writing your own impementation. You could
issue direct SQL, but that might defeat the purpose...

However! One option might be to feed the LINQ output into LINQ-to-SQL;
the SQL query won't have "FOR XML AUTO" in it, but the result should
be largely the same...

For example (and borrowing an idea [AsXAttributes*] slightly from Jon
Skeet's book [I'm sure he'll forgive me])...

*=the idea is Jon's, but no concrete implementation is offered in the
book (it may well be on the website - I didn't look); so any fault in
this alternative implementation is mine, not his - i.e. credit => Jon,
blame => me ;-p

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Linq;
using System.Windows.Forms;
using System.Xml.Linq;
using ConsoleApplication13;

static class Program
{
   static void Main()
   {
       Application.EnableVisualStyles();
       using (NWindDataContext ctx = new NWindDataContext())
       {
           ctx.Log = Console.Out; // show SQL
           var suppliers = new XElement("suppliers",
               from supplier in ctx.Suppliers
               select new XElement(
                   "supplier",
                   supplier.AsXAttributes())
               );
           Console.WriteLine(suppliers);
       }
   }

   static IEnumerable<XAttribute>
       AsXAttributes(this object source)
   {
       if(source == null) throw new ArgumentNullException("source");
       foreach (PropertyDescriptor prop in
TypeDescriptor.GetProperties(source))
       {
           object value = prop.GetValue(source);
           if (value != null)
           {
               yield return new XAttribute(prop.Name, value);
           }
       }
   }
}