Yes, it must have a value if you access it Value prop.

@Ayende: I've expected that you'd spot the sarcasm

Very wierd error message, I must say. I'm sure they could have come up with a better error message description.

You can use HasValue

For example, if SubTypeId is nullable type.
Doesn't work:
r => r.SubTypeId != null && RealtyStageIds.Contains(r.SubTypeId.Value)

Works:
r => r.SubTypeId.HasValue && RealtyStageIds.Contains(r.SubTypeId.Value)