When the Grid has  <HeaderContextMenu> in the Markup and there is no explicitly set RenderMode of the Grid, the Grid is rendered in Classic. 
It also happens if there is a reference to the ContextMenu in the code behind.

Reproduction steps: 
<script>    
    function f() {
        //code 
        alert($find("RadGrid1")._renderMode);
        Sys.Application.remove_load(f);
    }
    Sys.Application.add_load(f);
</script>
<telerik:RadGrid ID="RadGrid1" runat="server" >  
    <HeaderContextMenu></HeaderContextMenu>         
</telerik:RadGrid>

Solutions: 
1. Remove the HeaderContextMenu tag

2. Set the RenderMode of the Grid explicitly