To reproduce: subscribe to the RadPropertyGrid.PropertyValidating event and apply ErrorMessage in some cases. If the validation fails, the error indicator is not visible in Windows8, VisualStudio2012Dark, Aqua. However, the error message is displayed as expected.

Workaround: assign an image for the ErrorIndicator

private void radPropertyGrid1_ItemFormatting(object sender, PropertyGridItemFormattingEventArgs e)
{
    PropertyGridItemElement itemElement = e.VisualElement as PropertyGridItemElement;
    if (itemElement != null)
    {
        ((PropertyGridTextElement)itemElement.TextElement).ErrorIndicator.Image = Properties.Resources.error;
    }
}