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

        this.radDateTimePicker1.DateTimePickerElement.Calendar.ElementRender += Calendar_ElementRender;
    }

    private void Calendar_ElementRender(object sender, RenderElementEventArgs e)
    {
        if (this.radDateTimePicker1.DateTimePickerElement.Calendar.ZoomLevel == ZoomLevel.Days)
        {
            return;
        }

        CalendarCellElement element = e.Element as CalendarCellElement;
        if (element != null)
        {
            element.WeekEnd = false;
        }
    }
}