To reproduce: use the following code snippet. It is reproducible in target framework less than .NET Framework 4.0.

Sub New()
    InitializeComponent()
    Me.RadPivotGrid1.RowGroupDescriptions.Add(New DoubleGroupDescription() With { _
        .PropertyName = "EmployeeID", _
        .GroupComparer = New GroupNameComparer() _
    })
    UpdatePivotGrid()
End Sub

Private Sub UpdatePivotGrid()
    Dim ds As DataSet = New DataSet
    Dim conn As New SqlConnection("Data Source=.;Initial Catalog=Northwind;Integrated Security=True")
    Dim cmd As New SqlCommand("SELECT * FROM Orders", conn)
    conn.Open()

    Dim da As SqlDataAdapter = New SqlDataAdapter(cmd)
    da.Fill(ds)
    ds.Dispose()

    Me.RadPivotGrid1.DataSource = ds.Tables(0)
    Me.RadPivotGrid1.Refresh()
End Sub

Please refer to the attached gif file.

Workaround : use .NET Framework 4.0.