Would you please provide more details about the exact way you have ajaxified the grid? I case you have wrapped it in an asp update panel, please set UpdateMode="Conditional"
for the panel and test again.
In case this does not help, I would like to kindly ask you to open a new support ticket and attach a sample, fully runnable reproduction demo (use Northwind or a fake programmatic datasource for the grid) there along with detailed reproduction steps and explanations of the actual and the desired behavior and I will do my best to help.
the Telerik team