load on demand only works on first page load, then if you select an item in the combobox, and then do anything that causes a postback, the combobox will now only have the item you chose in it and the "show more results" box no longer works.
you can recreate on your own demos...
1 - go here:
http://demos.telerik.com/aspnet-ajax/combobox/examples/loadondemand/automaticloadondemand/defaultcs.aspx
2 - choose something in the combobox
3 - click on the "change skin" drop down and pick a new skin (thereby causing a postback)
4 - the demo combobox no longer shows anything but your selected item and the load on demand feature no longer works