using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace ConsoleApplication1
{
    class Program
    {
        static void Main(string[] args)
        { 
           
            string str = String.Empty; //Вот от этой
        
            var dict = Enumerable.Range(1, 15).Select(x => new { cc = x, str = str += "zx_" }).ToDictionary(x => x.cc, x => x.str);
        }
    }
}

var dict = Enumerable.Range(1, 15).ToDictionary(i => i, i => string.Join("zx_", new string[i+1]));