Workaround:

Subscribe  to CellFormatting event:

void radGridView1_CellFormatting(object sender, CellFormattingEventArgs e)
{
    if (e.CellElement is GridCheckBoxCellElement)
    {
        e.CellElement.ToolTipText = "ErrorMessage for CheckBoxColumn";
        e.CellElement.Children[0].ToolTipText = "ErrorMessage for CheckBoxColumn";
        e.CellElement.Children[0].Children[0].ToolTipText = "ErrorMessage for CheckBoxColumn";
    }
}