To reproduce: run the attached project and toggle the checkbox in the header cell of the child template. 

Workaround: use a custom GridCheckBoxHeaderCellElement


    public partial class RadForm1 : Telerik.WinControls.UI.RadForm
    {
        public RadForm1()
        {
            InitializeComponent();

            this.radGridView1.CreateCell += radGridView1_CreateCell;

            DataTable dt = new DataTable();
            dt.Columns.Add("CategoryId", typeof(int));
            dt.Columns.Add("CategoryName", typeof(string));
            dt.Columns.Add("ParentCategoryId", typeof(int));

            dt.Rows.Add(1, "Category1", 0);
            dt.Rows.Add(2, "Category2", 0);
            dt.Rows.Add(3, "Category3", 0);

            Random rand = new Random();
            for (int i = 4; i < 20; i++)
            {
                dt.Rows.Add(i, "Category" + i, rand.Next(1, 4));
            }
            this.radGridView1.Relations.AddSelfReference(this.radGridView1.MasterTemplate, "CategoryId", "ParentCategoryId");
            this.radGridView1.DataSource = dt;
            this.radGridView1.AutoSizeColumnsMode = Telerik.WinControls.UI.GridViewAutoSizeColumnsMode.Fill;

            GridViewTemplate childTemplate = CreateChildTemplate();
            GridViewRelation relation = new GridViewRelation(
                this.radGridView1.MasterTemplate,
                childTemplate);
            relation.ChildColumnNames.Add("CategoryId");
            relation.ParentColumnNames.Add("CategoryId");
            this.radGridView1.Relations.Add(relation);
        }

        private void radGridView1_CreateCell(object sender, GridViewCreateCellEventArgs e)
        {
            if (e.CellType == typeof(GridCheckBoxHeaderCellElement))
            {
                e.CellElement = new CustomGridCheckBoxHeaderCellElement(e.Column, e.Row);
            }
        }

        private GridViewTemplate CreateChildTemplate()
        {
            GridViewTemplate childTemplate = new GridViewTemplate();
            childTemplate.AutoGenerateColumns = false;
            this.radGridView1.Templates.Add(childTemplate);

            GridViewDecimalColumn decColumn = new GridViewDecimalColumn
            {
                Name = "CategoryId",
                HeaderText = "CategoryId Id",
                FieldName = "CategoryId",
                IsVisible = false,
                MinWidth = 100
            };
            childTemplate.Columns.Add(decColumn);

            GridViewTextBoxColumn tbxColumn = new GridViewTextBoxColumn
            {
                Name = "RightName",
                HeaderText = "Right Name",
                FieldName = "RGT_NAME",
                ReadOnly = true,
                MinWidth = 100
            };
            childTemplate.Columns.Add(tbxColumn);

            GridViewCheckBoxColumn chkxColumn = new GridViewCheckBoxColumn
            {
                Name = "Checkbox",
                EnableHeaderCheckBox = true,
                FieldName = "HasAccess",
            };
            childTemplate.Columns.Add(chkxColumn);
            childTemplate.AutoSizeColumnsMode = GridViewAutoSizeColumnsMode.Fill;
            return childTemplate;
        }

        public class CustomGridCheckBoxHeaderCellElement : GridCheckBoxHeaderCellElement
        {
            public CustomGridCheckBoxHeaderCellElement(GridViewColumn column, GridRowElement row) : base(column, row)
            {
            }

            public bool SuspendProcessingToggleStateChanged
            {
                get
                {
                    FieldInfo fi = typeof(GridCheckBoxHeaderCellElement).GetField("suspendProcessingToggleStateChanged", BindingFlags.NonPublic | BindingFlags.Instance);
                    return (bool)fi.GetValue(this);
                }
                set
                {
                    FieldInfo fi = typeof(GridCheckBoxHeaderCellElement).GetField("suspendProcessingToggleStateChanged", BindingFlags.NonPublic | BindingFlags.Instance);
                    fi.SetValue(this, value);
                }
            }

            public bool ShouldCheckDataRows
            {
                get
                {
                    FieldInfo fi = typeof(GridCheckBoxHeaderCellElement).GetField("shouldCheckDataRows", BindingFlags.NonPublic | BindingFlags.Instance);
                    return (bool)fi.GetValue(this);
                }
                set
                {
                    FieldInfo fi = typeof(GridCheckBoxHeaderCellElement).GetField("shouldCheckDataRows", BindingFlags.NonPublic | BindingFlags.Instance);
                    fi.SetValue(this, value);
                }
            }

            protected override void checkbox_ToggleStateChanged(object sender, StateChangedEventArgs args)
            {
                if (SuspendProcessingToggleStateChanged)
                {
                    return;
                }

                if (this.ViewTemplate != null && !this.ViewTemplate.IsSelfReference && !this.MasterTemplate.IsSelfReference)
                {
                    this.MasterTemplate.BeginUpdate();
                }
                else
                {
                    this.TableElement.BeginUpdate();
                }

                object valueState = DBNull.Value;

                if (args.ToggleState == ToggleState.On)
                {
                    valueState = true;
                }
                else if (args.ToggleState == ToggleState.Off)
                {
                    valueState = false;
                }
                else if (args.ToggleState == ToggleState.Indeterminate)
                {
                    valueState = null;
                }

                RaiseToggleStateEvent();

                if (!ShouldCheckDataRows)
                {
                    if (this.ViewTemplate != null && !this.ViewTemplate.IsSelfReference && !this.MasterTemplate.IsSelfReference)
                    {
                        this.MasterTemplate.EndUpdate(true, new DataViewChangedEventArgs(ViewChangedAction.DataChanged));
                    }

                    return;
                }

                this.GridViewElement.EditorManager.EndEdit();

                this.TableElement.BeginUpdate();
                this.MasterTemplate.MasterViewInfo.TableSearchRow.SuspendSearch();
                List<GridViewRowInfo> list = GetRowsToIterateOver();
                foreach (GridViewRowInfo rowInfo in list)
                {
                    GridViewGroupRowInfo groupRow = rowInfo as GridViewGroupRowInfo;

                    if (groupRow != null)
                    {
                        this.CheckAllCheckBoxInChildRows(groupRow, valueState);
                    }
                    else
                    {
                        rowInfo.Cells[this.ColumnIndex].Value = valueState;
                    }
                }
                this.MasterTemplate.MasterViewInfo.TableSearchRow.ResumeSearch();
                this.TableElement.EndUpdate(false);

                if (this.ViewTemplate != null && !this.ViewTemplate.IsSelfReference && !this.MasterTemplate.IsSelfReference)
                {
                    this.MasterTemplate.EndUpdate(true, new DataViewChangedEventArgs(ViewChangedAction.DataChanged));
                }
                else
                {
                    this.TableElement.EndUpdate(false);
                }

                this.TableElement.Update(GridUINotifyAction.DataChanged);
            }

            private void CheckAllCheckBoxInChildRows(GridViewGroupRowInfo row, object state)
            {
                List<GridViewRowInfo> list = new List<GridViewRowInfo>();

                foreach (GridViewRowInfo rowInfo in row.ChildRows)
                {
                    list.Add(rowInfo);
                }

                foreach (GridViewRowInfo rowInfo in list)
                {
                    GridViewGroupRowInfo groupInfo = rowInfo as GridViewGroupRowInfo;
                    if (groupInfo != null)
                    {
                        this.CheckAllCheckBoxInChildRows(groupInfo, state);
                    }
                    else
                    {
                        rowInfo.Cells[this.ColumnIndex].Value = state;
                    }
                }
            }

            private List<GridViewRowInfo> GetRowsToIterateOver()
            {
                if (this.ViewTemplate != null && this.ViewTemplate.IsSelfReference)
                {
                    PrintGridTraverser traverser = new PrintGridTraverser(this.ViewInfo);
                    List<GridViewRowInfo> result = new List<GridViewRowInfo>();

                    while (traverser.MoveNext())
                    {
                        if (traverser.Current is GridViewDataRowInfo)
                        {
                            result.Add(traverser.Current);
                        }
                    }

                    return result;
                }

                return new List<GridViewRowInfo>(this.ViewInfo.Rows);
            }
        }
    }