Solution # 2 - My attempt to remove the two if

[emadb]

I'm not sure that this solution works, but the test is green ;-)

[arialdomartini]

Amazing! Thank, Ema.
As a matter of fact, two of us think that initializing the collections in the constructor is a good idea. I still wonder why @ayende made a different choose.

Comparing @emadb solution with @matteobaglini's one I noticed that the extension method

 public static class Extensions
 {
     public static HashSet<T> ToHashSet<T>(this IEnumerable<T> source)
     {
          return new HashSet<T>(source);
     }
}

could be easily replaced with a simpler

new HashSet<string>(_ensuredFieldNames);

I think it's slightly less invasive, and I tend to prefer @emadb's approach, so far.