I have to admit, the first line looks like better code in my eyes. The only "advantage" of the second one is that it "handles" null checking. Which really means that I still need to handle what happens when order is null, versus, the non existence of line items, or the non existence of quantity.

The only real advantage I see from the second line version is that I can write that code and run a partially completed program, that for example doesn't have a notion of orders at all -- and the program can still run. But I guess this just boils down to preferences.