That's correct, you have to preserve the client-side array of selected data key values into a hidden field and then use it on the server to retrieve from the underlying data-source
the information you need about those items: namely from the data-source, not from the grid, as the grid will have just the items for the current page.
The functionality described in the help article concerns the preservation of the selected state
of the items, not the items themselves.
All the best,
the Telerik team
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