Some grid settings are applied before the the grid is bound. Therefore, setting their corresponding properties in a late event handler like PreRender won't have effect until the next postback.
In order to achieve your original requirement, you will need to change the text of the header cell directly. In order to do that, you can make avail of the GetItems() method:
In your case it will be something similar to this:
sender, EventArgs e)
GridHeaderItem headerItem = RadGrid1.MasterTableView.GetItems(GridItemType.Header)
Hope this helps. Please give it a try and let me know if it works for you.