To reproduce:
Create a create a class with Properties Id, Name, ParentId

this.multiColumnComboBox.MultiColumnComboBoxElement
    .EditorControl.Relations.AddSelfReference(this.multiColumnComboBox.MultiColumnComboBoxElement.EditorControl.MasterTemplate, "Id", "ParentId");

this.multiColumnComboBox.DataSource = this.people;
this.multiColumnComboBox.DisplayMember = "Name";
this.multiColumnComboBox.ValueMember = "Id";

this.multiColumnComboBox.AutoFilter = true;
this.multiColumnComboBox.DisplayMember = "Name";
FilterDescriptor filter = new FilterDescriptor();
filter.PropertyName = this.multiColumnComboBox.DisplayMember;
filter.Operator = FilterOperator.Contains;
this.multiColumnComboBox.EditorControl.MasterTemplate.FilterDescriptors.Add(filter);

When you open the popup exception should occur.