Is this a localdb issue or Visual Studio server explorer issue?

I use VS2013 Web Express with EF6.0.1 to develop a new site, then deploy to Windows Azure. It all works fine for the first time until I update the connection's initial catalog.
Basically what I am trying to do is to test the db migration script, so I delete the original db which is created by EF. After that, whenever I run the "update-database" command from Package Console, it throws the following exception
"
Cannot open database "xxxxx" requested by the login. The login failed.
Login failed for user 'ITCUBES1\xxxxx'."
Initially I thought it caused by EF6, so I tried to create the db from VS server explorer. Below detailed what I was doing and how weird errors I received.
1. Connect to Database, choose sql server, and put (localdb)\v11.0 in server name textbox and the db name I had in my connection string
2. Click Test connection button, I rece ...