Note that when data binding RadMultiColumnComboBox, the first item is selected by default. Hence, the SelectedIndex property is set to 0. If you set the SelectedIndex property again the SelectedIndexChanged won't be fired because the selection is not changed actually. I have prepared a sample project for your reference.
I hope this information helps. Should you have further questions I would be glad to help.
Regards,
Dess
Telerik
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