No transaction rollback when using TransactionScope without Complete()

Hello,
I have a simple unit test which is failing the final assertion:

        [TestMethod]
        public void ExecuteNonQueryWithCommand_ShouldUseTransaction()
        {
            const string insertString = "insert into Region values (77, 'Elbonia')";
            const string countString = "select count(*) from Region";
            const string deleteString = "delete from Region where RegionId = 77";

            TdConnection cn = new TdConnection(db.ConnectionString);
            cn.Open();

            TdCommand insertCmd = new TdCommand(insertString, cn);
            TdCommand countCmd = new TdCommand(countString, cn);
            TdCommand deleteCmd = new TdCommand(deleteString, cn);

            int initialRows = (int)countCmd.ExecuteScalar();

            using (TransactionScope scope = new TransactionScope(TransactionScopeOption.RequiresNew))
            {
                int rows = insertCmd.ExecuteNonQuery();
                Assert.AreEqual(1, rows);
            }

            int postScopeRows = (int)countCmd.ExecuteScalar();
            deleteCmd.ExecuteNonQuery();

            cn.Close();
            Assert.AreEqual(initialRows, postScopeRows);
        }

I was under the impression per this MSDN documentation linked below (see the remarks section) that the transaction should roll back due to the lack of a scope.Complete() statement within the using block.  Does Teradata support this feature?  
http://msdn.microsoft.com/en-us/library/system.transactions.transactionscope(v=vs.110).aspx