this.radDock1.DockWindowClosing += RadDock1_DockWindowClosing;
this.radDock1.ActiveWindowChanging += radDock1_ActiveWindowChanging;

bool shouldCancel = false;
object lastActiveWindow = null;
private void RadDock1_DockWindowClosing(object sender, DockWindowCancelEventArgs e)
{
    if (this.radDock1.ActiveWindow != e.NewWindow)
    {
        shouldCancel = true;
        lastActiveWindow = this.radDock1.ActiveWindow;
    }
}

private void radDock1_ActiveWindowChanging(object sender, DockWindowCancelEventArgs e)
{
    if (shouldCancel)
    {
        if (lastActiveWindow != null)
        {
            this.BeginInvoke((Action)(() =>
            {

                shouldCancel = false;
                this.radDock1.ActivateMdiChild((lastActiveWindow as HostWindow).Content as Form);
                lastActiveWindow = null;
            }));
        }
    }
}