How to reproduce:
public partial class Form1 : Form
{
    private DataTable dt = new DataTable();

    public Form1()
    {
        InitializeComponent();

        this.FillData();

        this.radGridView1.DataSource = this.dt;
        this.radGridView1.EnableSorting = true;
        this.radGridView1.EnableFiltering = true;

        this.radGridView1.MasterTemplate.DataView.BypassSort = true;
        this.radGridView1.SortChanged += radGridView1_SortChanged;
        this.radGridView1.AutoSizeColumnsMode = Telerik.WinControls.UI.GridViewAutoSizeColumnsMode.Fill;
    }

    public void FillData()
    {
        dt.Columns.Add("Id", typeof(int));
        dt.Columns.Add("Name", typeof(string));

        for (int i = 0; i < 30; i++)
        {
            dt.Rows.Add(i, "Item" + i);
        }
    }

    private void radGridView1_SortChanged(object sender, Telerik.WinControls.UI.GridViewCollectionChangedEventArgs e)
    {
        if (e.Action == NotifyCollectionChangedAction.Add || e.Action == NotifyCollectionChangedAction.ItemChanged)
        {
            SortDescriptor s = e.NewItems[0] as SortDescriptor;
            string sortOperator = "";
            if (s.Direction == ListSortDirection.Ascending)
            {
                sortOperator = "ASC";
            }
            else
            {
                sortOperator = "DESC";
            }
            dt.DefaultView.Sort = s.PropertyName + " " + sortOperator;
        }
        if (e.Action == NotifyCollectionChangedAction.Remove)
        {
            dt.DefaultView.Sort = "";
        }
    }
}

Workaround: 
public partial class Form1 : Form
{
    private DataTable dt = new DataTable();

    public Form1()
    {
        InitializeComponent();

        this.FillData();

        this.radGridView1.DataSource = this.dt;
        this.radGridView1.EnableSorting = true;
        this.radGridView1.EnableFiltering = true;

        this.radGridView1.MasterTemplate.DataView.BypassSort = true;
        this.radGridView1.AutoSizeColumnsMode = Telerik.WinControls.UI.GridViewAutoSizeColumnsMode.Fill;

        this.radGridView1.CellBeginEdit += RadGridView1_CellBeginEdit;
        this.radGridView1.CellEndEdit += RadGridView1_CellEndEdit;
    }

    private void RadGridView1_CellEndEdit(object sender, GridViewCellEventArgs e)
    {
        if (e.Row is GridViewFilteringRowInfo)
        {
            this.radGridView1.MasterTemplate.DataView.BypassSort = true;
        }
    }

    private void RadGridView1_CellBeginEdit(object sender, Telerik.WinControls.UI.GridViewCellCancelEventArgs e)
    {
        if (e.Row is GridViewFilteringRowInfo)
        {
            this.radGridView1.MasterTemplate.DataView.BypassSort = false;
        }
    }
    public void FillData()
    {
        dt.Columns.Add("Id", typeof(int));
        dt.Columns.Add("Name", typeof(string));

        for (int i = 0; i < 30; i++)
        {
            dt.Rows.Add(i, "Item" + i);
        }
    }
}