What you're enumerating in your outer loop is actually instances of entity sets, not entities. Entity sets are the containers of entities. Depending on what you're actually trying to accomplish, there are a few ways you could do things.
If you need to enumerate the properties of an entity type but are not guaranteed to actually have an instance of an entity within an entity set, you can use the entity's model to enumerate the properties rather than the entity instance.
Dim entitySetProperties = From prop In Me.DataWorkspace.ApplicationData.Details.Properties.All
Where TypeOf prop Is IDataServiceEntitySetProperty
Select prop
For Each entitySetProperty In entitySetProperties
Dim entitySetModel = entitySetProperty.GetModel
Dim entityTypeModel = DirectCast(entitySetModel, IEntitySetDefinition)
For Each entityProperty In entityTypeModel.EntityType.Properties
Next
Next
If you've got the entity instance, you can do this:
For Each prop In entity.Details.Properties.All
Next