I am afraid I am not aware of your exact setup, so I can't provide any specific explanation.
Generally, the discussed issue occurs when a RadControl, which is an autogenerated child control of another RadControl, is not rendered on the page on initial load, but its parent is rendered. Since the EnableAjaxSkinRendering property of the parent RadControl is toggled to "false" after initial load (by design), the child RadControl does not register its skin after a subsequent AJAX request.
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