I issue is replicated consistently with the following simple setup, when the page is scrolled so the grid is on the top and right-clicking the column, to open the menu
<div style="height: 200px"></div>
<telerik:RadGrid ID="RadGrid2" runat="server" AllowFilteringByColumn="true" EnableHeaderContextMenu="true">
</telerik:RadGrid>
<script runat="server">
protected void Page_Load(object sender, EventArgs e)
{
RadGrid2.DataSource = Enumerable.Range(1, 3).Select(x => new { ID = 1, Desc = "Some text" });
RadGrid2.DataBind();
}
</script>
<div style="height: 4000px"></div>