Populate RadMultiColumnComboBox with data and enable the auto filter functionality. Apply a CompositeFilterDescriptor with two text columns. Try to filter entering several letters and press Tab. You will notice that the SelectedIndexChanged event is not fired in this case. However, if only one FilterDescriptor is added, not a CompositeFilterDescriptor, the selection will be properly updated.
Please refer to the attached sample project and gif file which illustrates the behavior.