Hello Miguel ,
I am afraid this is not possible as the ComboBox does not keep the whole objects. But using a query to retrieve the object should not bother you. The object should be already in memory and it will not be fetched again from the database if you request it from the same object scope which you use for getting the binding collection. The scope will search for it in memory and if it does not find it there, it will request it from the database. Hope that helps.
the Telerik team