Issues with EF Core context management

WrongContext.cs

using Microsoft.EntityFrameworkCore;
using System;
using System.Linq;

public class Employee
{
    public int EmployeeId { get; set; }
    public string FirstName { get; set; }
    public string LastName { get; set; }
}

public class EmployeeDbContext : DbContext
{
    public DbSet<Employee> Employees { get; set; }
}

class Program
{
    static void Main(string[] args)
    {
        using (var context = new EmployeeDbContext())
        {
            var employee = new Employee
            {
                FirstName = "John",
                LastName = "Doe"
            };

            context.Employees.Add(employee);
            context.SaveChanges();
        }

        using (var context = new EmployeeDbContext())
        {
            var employees = context.Employees.ToList();
            foreach (var emp in employees)
            {
                Console.WriteLine(emp.FirstName + " " + emp.LastName);
            }
        }
    }
}