Workaround:

radMultiColumnComboBox1.DropDownOpening += new RadPopupOpeningEventHandler(radMultiColumnComboBox1_DropDownOpening);
....
 void radMultiColumnComboBox1_DropDownOpening(object sender, CancelEventArgs args)
        {
            int width = 0;
            foreach (GridViewDataColumn col in radMultiColumnComboBox1.EditorControl.Columns)
            {
                width += col.Width;
            }
            radMultiColumnComboBox1.MultiColumnComboBoxElement.MultiColumnPopupForm.MinimumSize = new Size(width, 0);
             
        }