The grid has grouping and hierarchy. When the grid is loaded initiially, all hierarchy rows are collapsed. When a grid group is collapsed and then expanded, all hierarchy rows get expanded. I don't see any configuration changes to stop it. Some of the related markup:
<MasterTableView HierarchyLoadMode="Client" HierarchyDefaultExpanded="false" GroupLoadMode="Client"> ExpandCollapseColumn Visible="True"> </ExpandCollapseColumn>