Hello Andreas Kaech,
The HttpModule approach of handling the object scope is just an example that works with the standard server ASP .NET controls. To be able to use it with rich AJAX controls as the Telerik ones, the http module should pass significant development to properly handle all requests that the controls make while rendering. Without doing so, the HttpModule is called too many times, so that results with exceptions in some cases or without full rendering of the controls.
I would personally recommend you going with some of the other two approaches for handling the object scope lifecycle in web - the MasterPage and HttpContext.Items collection. Those work immediately out of the box.
the Telerik team