Sorry this was an update issue.
I completely rechecked why I got this "wrong looking" version - fixed it and now I have
Version UI: 2009.1.402.35
And the problem is gone!!! At least partial.
I have no missalignments - but the width is still ignored.
I can enter whatever width I want - it displays the row pretty small.
|<ExpandCollapseColumn ItemStyle-Width="40px" HeaderStyle-Width="40px">
Anyhow - it is no longer missaligned :)