This is expected behavior because all of the RadDocks are placed within the same UpdatePanel/RadAjaxPanel and when AJAX postback is triggered by a certain RadDock control all of the docks within the zone (and this means within the UpdatePanel) will be updated/refreshed.
To avoid this behavior you can add the dynamically created RadDocks to the Controls Collection of an UpdatePanel (when created dynamically) and then with client script (loaded from the server) dock them to the zone you wish. For your convenience I have attached a project that implements the above described scenario.
Please do not hesitate to contact us if you have any other questions.
the Telerik team