I have already answered your ticket containing the same question. However, I will post my answer here as well in case anyone experience the same behavior:
Actually, this would be an expected behavior, because by design RadGridView throws this exception in order to handle an invalid cases (in this situation, the exception is thrown in order to notify you that you can not paste in a column which does not exist).
In order to prevent this behaviour, you can handle the event that corresponds to the Paste command (Pasting event of the RadGridView). You could cancel it and then execute any additional logic in it.
the Telerik team