log4net error: System.Data.SqlClient.SqlException (0x80131904): INSERT failed because the following SET options have incorrect settings: 'ANSI_NULLS'

In the existing project we have log4net configured to use custom ADO.NET Appender (AsglAppender) to write errors to SQL Server database:

public class AsglAppender : BufferingAppenderSkeleton

And log4net config section is defined like this:

<log4net>
    <appender name="AsglAppender" type="Asgl.Core.Logging.AsglAppender, Asgl.Core" />
    <appender name="TcpAppender" type="Asgl.Logging.TcpAppender, Asgl">
        <param name="LocalPort" value="882" />
        <layout type="log4net.Layout.XmlLayout" />
    </appender>
    <logger name="NHibernate">
        <level value="OFF" />
    </logger>
    <root>
        <level value="ERROR" />
        <appender-ref ref="AsglAppender" />
    </root>
    <!--
    <root>
        <level value="ALL" />
        <appender-ref ref="TcpAppender" />
    </root>
    -->
</log4net>

When logger.Error("Some error message"); is called I get this exception thrown:

System.Data.SqlClient.SqlException (0x80131904): INSERT failed because the following SET options have incorrect settings: 'ANSI_NULLS'. Verify that SET options are correct for use with indexed views and/or indexes on computed columns and/or filtered indexes and/or query notifications and/or XML data type methods and/or spatial index operations.

This is an existing code that supposingly was working fine before.

After debugging I found out that this overridden method of AsglAppender is being called

protected override void SendBuffer(LoggingEvent[] events)

which executed a custom ErrorInsert stored procedure that does the job of inserting the error message into the table. I checked the stored procedure and found out it was created with SET ANSI_NULLS OFF

After I changed it to SET ANSI_NULLS ON, the logging started to work no problem. Not sure why this setting affects the logging this way...