Can not open database created with the latest sql using 2008, same issue here.

Using RadPivotGrid with million and more records in data source, performance is very poor, and memory/CPU consumption/utilization goes very high. 

Is there a way to optimize data loading in this control?

In RadPivotGrid control can be intresting have a Virtual scrolling and paging like RadGrid control.

The asp framework generates these IDs and we don't have control on them.

When try to expand inner group I get an error: System.InvalidOperationException: Sequence contains no elements.

Stack trace:
[InvalidOperationException: Sequence contains no elements]
   System.Linq.Enumerable.First(IEnumerable`1 source) +309
   Telerik.Web.UI.RadPivotGrid.AddRemoveCollapsedGroupIndexBySlot(PivotGridGroupSlot groupSlot, BaseLayout layout, HashSet`1 indexes, Boolean defaultExpanded) +287
   Telerik.Web.UI.RadPivotGrid.HandleExpandCollapse() +332
   Telerik.Web.UI.RadPivotGrid.CreateChildControls(IEnumerable dataSource, Boolean dataBinding) +484
   System.Web.UI.WebControls.CompositeDataBoundControl.PerformDataBinding(IEnumerable data) +67
   System.Web.UI.WebControls.DataBoundControl.OnDataSourceViewSelectCallback(IEnumerable data) +123
   System.Web.UI.DataSourceView.Select(DataSourceSelectArguments arguments, DataSourceViewSelectCallback callback) +33
   System.Web.UI.WebControls.DataBoundControl.PerformSelect() +138
   Telerik.Web.UI.RadPivotGrid.PerformSelect() +49
   System.Web.UI.WebControls.BaseDataBoundControl.DataBind() +30
   Telerik.Web.UI.RadPivotGrid.DataBind() +106
   Telerik.Web.UI.PivotGridExpandCollapseEventArgs.ExecuteCommand(Object source) +727
   Telerik.Web.UI.RadPivotGrid.OnBubbleEvent(Object source, EventArgs args) +205
   System.Web.UI.Control.RaiseBubbleEvent(Object source, EventArgs args) +37
   Telerik.Web.UI.PivotGridItem.OnBubbleEvent(Object source, EventArgs args) +121
   System.Web.UI.Control.RaiseBubbleEvent(Object source, EventArgs args) +37
   System.Web.UI.WebControls.Button.OnCommand(CommandEventArgs e) +114
   System.Web.UI.WebControls.Button.RaisePostBackEvent(String eventArgument) +159
   System.Web.UI.WebControls.Button.System.Web.UI.IPostBackEventHandler.RaisePostBackEvent(String eventArgument) +10
   System.Web.UI.Page.RaisePostBackEvent(IPostBackEventHandler sourceControl, String eventArgument) +13
   System.Web.UI.Page.RaisePostBackEvent(NameValueCollection postData) +35
   System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint) +1724

Note. This happens only whe I try to expand second level in group. ColumnGroupsDefaultExpanded and RowGroupsDefaultExpanded properties ot PivotGrid is set to "false" by default.

Add Caption/Title as property for the RadPivotGrid so if there is any need of adding a title/caption when user exports a file as excel sheet, we don't have any need of custom code. This newly requested property for Title should do the trick. This will ease the title/caption feature, and that is what telerik is all about 'EASE'.

If you call Page.DataBind() in the Page_Load event handler of a page that has a RadPivotGrid on it that has an event handler for OnNeedDataSource, the OnNeedDataSource event isn't raised when the page is loaded. This behavior is different than that of other controls such as RadGrid. In my opinion it is confusing and the behavior should be the same. You may have other controls on the page that you want to data bind. So, I think it is reasonable that you should be able to call DataBind() and use advanced binding with RadPivotGrid at the same time. Also, I noticed that if you don't call DataBind(), the OnNeedDataSource event is raised twice.

Please see the Visual Studio 2012 project that I attached to this bug report for example code. Set break points in the NeedDataSource event handlers for the RadPivotGrid and RadGrid controls and run the application in debug mode to see the behavior. Comment and uncomment the call to DataBind() in Page_Load().

Can you please add other type of exports to the Ajax pivot grid.  The excel export is really good but it would be great to have a native pdf and csv export.  

Summarize By Settings dialogue is not supported with OLAP functionality.