We're seeing this same issue after upgrading to SL5 and Version 2012.1.326.1050 of the Silverlight controls.
It seems that the binding for the HeaderProperty of the RadPane doesn't occur the for the RadPane added to the RadpaneGroup. However, if a second RadPane is added, or if the first pane is unpinned, the binding updates and the header appears.
Is this the same issue? When can a fix be expected?