It's a permission problem.
When you run the console app, that app runs with your credentials, e.g. as "you".
The WCF service runs where? In IIS? Most likely, it runs under a separate account, which is not permissioned to query Active Directory.
You can either try to get the WCF impersonation thingie working, so that your own credentials get passed on, or you can specify a username/password on creating your DirectoryEntry: