When you are using Load On Demand, the DataSource property needs to be set each and every time the server is
hit. This is necessary, because when Load On Demand is used, RadListBox
doesn’t keep track of its items. They are not added to the Items
collection and thus not allowing manipulating them on the server.
Take a look at the following help article and demo for more on this.
Load On Demand
ListBox / Load On Demand