I see what is happening.
I have a right-click on the grid so I can open a custom menu.
In order to get rid of the "Copy" menu option on right-click, I am setting the visibility of all items to collapsed.
Then, I load the custom menu...
It appears that collapsing all items in the ContextMenuOpening event was also collapsing the menu items in the AllowSearchRow dropdown.
Ok, mystery solved.... Now I'm just trapping for the Menu Option where the text = "Copy" and only collapsing that one.
It would have been nice if the AllowSearchRow Context Menu Opening event - was a separate event.