To reproduce add RadDock to a form and use the following code on a button click.
           DocumentWindow document = new DocumentWindow();
            radDock1.AddDocument(document);
            document.TabStripItem.ShowCloseButton = true;
            document.TabStripItem.CloseButton.Image = image1;
            document.TabStripItem.CloseButton.ImageHovered = image2;
            document.TabStripItem.CloseButton.ImageClicked = image3;

The result is that instead of having three different images for the different states, only the main Image is displayed.