To reproduce : add a GridViewMultiComboBoxColumn and use the following code snippet:

Private Sub RadGridView1_CellEditorInitialized(sender As Object, e As GridViewCellEventArgs) Handles RadGridView1.CellEditorInitialized
    Dim multiComboElement As RadMultiColumnComboBoxElement = TryCast(Me.RadGridView1.ActiveEditor, RadMultiColumnComboBoxElement)
    If multiComboElement IsNot Nothing Then
        multiComboElement.AutoFilter = True
        If multiComboElement.EditorControl.MasterTemplate.FilterDescriptors.Count = 0 Then
            Dim autoFilter As New FilterDescriptor
            autoFilter.PropertyName = multiComboElement.DisplayMember
            autoFilter.Operator = FilterOperator.StartsWith
            multiComboElement.EditorControl.MasterTemplate.FilterDescriptors.Add(autoFilter)
            multiComboElement.SelectedIndex = -1
            multiComboElement.DropDownHeight = 200
            multiComboElement.DropDownWidth = 800
            multiComboElement.EditorControl.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill             
        End If
    End If
    
End Sub

The attached gif file illustrates the behavior.