Yes, RadComboBox Item requests update only the RCB with info about the newly loaded Items, so setting an attribute to the control will not work as well.
Fortunately you can use the 'show more results' message to transfer the needed information back to the client. You can set the ShowMoreResults property in the ItemsRequested event handler in the event arguments and later get in the client-side ItemsRequested event again from the event arguments. All of this is easy if you are not using the 'Show More Results' functionality. If you do however, you can set the attribute to the first returned Item and extract it from it on the client.
I hope this helps.
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