We can confirm that the CSS files are served separately on AJAX update. This is a known limitation in RadScriptManager that we plan to fix. The only workaround for the moment is to set the EnableAjaxSkinRendering to "false". This is only applicable to controls that are initially visible on the page and not to those rendered as a part of an AJAX update.
We apologize for the inconvenience.
All the best,
the Telerik team