The build in events of the MultiSelect does not cover this behavior, so it should be manually implemented. You could attach a click handler to the element and check the exact target of the click. Here is a sample implementation
, that demonstrates this. You could use it as a base and modify it according to the current requirements.
Check out the Telerik Platform - the only platform that combines a rich set of UI tools with powerful cloud services to develop web, hybrid and native mobile apps.