Thanks for the info.
SubCriteria is tricky, it returns another TCriteria object that represents the sub criteria being created. It's a different object, and that's what you are passing to SetSourceCriteria.
Use this and you should be fine:
MyAureliusDataSet.SetSourceCriteria(lCriteria.Root);
We will actually do that internally in dataset so your original code will work in next release, but in the meanwhile you can use that as a workaround.