How to reproduce:
public partial class Form1 : Form
{
    public Form1()
    {
        InitializeComponent();

        this.IsMdiContainer = true;
    }

    private void radButton1_Click(object sender, EventArgs e)
    {
        RadForm2 form = new RadForm2();
        form.Text = "MDI Child 1";
        form.MdiParent = this;
        form.ThemeName = "Desert";
        form.Show();
    }
}

public partial class RadForm2 : Telerik.WinControls.UI.RadForm
{
    public RadForm2()
    {
        InitializeComponent();

        this.AllowTheming = false;
    }
}

Workaround: override the ProcessCaptureChangeRequested method in the MDI child form
public partial class RadForm2 : Telerik.WinControls.UI.RadForm
{
    public RadForm2()
    {
        InitializeComponent();

        this.AllowTheming = false;
    }

    protected override bool ProcessCaptureChangeRequested(RadElement element, bool capture)
    {
        if (this.FormElement == null)
        {
            return this.Capture = capture;
        }

        return base.ProcessCaptureChangeRequested(element, capture);
    }
}