This is so because you have enabled CDN. On CDN our resources are hosted as separate files because script combining is impossible to do there.
On the other hand, if you do not use CDN, RadScriptManager will combine all of our scripts without those of the ASP.NET AJAX Framework. The last are rendered on a very base level in the framework and we do not have control over them. So in the best case, without using CDN and when script combining is enabled, you will have two requests for scripts.
Please let me know if you have additional questions.
the Telerik team