Just in case someone has the same issue.
I moved binding in user control page init event with a fake binding wich will avoid throwing "no datasource" exception. Something like that
Then in my real on-time (so it doesn't occur on each postback) function that I use to initialize the user control, I do the proper binding.
I could not simply check the "Not Page.IsPostback" on the init event of the user control to do there the proper binding because when you expand the RadGrid row a postback occurs, so there was no way to tell if the grid was just expanded or not.
Infact from RadGrid I call a function inside my user control only when row is expanded to initialize it.