We have made some research on the matter and it seems that such scenario cannot be supported by the current version of RadGridView. We have logged it into our tracking system, so that we will be able to improve this behavior in the future. Here is a link
to the item, so that you can observe our progress on it.
Check out Telerik Analytics, the service which allows developers to discover app usage patterns, analyze user data, log exceptions, solve problems and profile application performance at run time. Watch the videos
and start improving your app based on facts, not hunches.