A sample for the required functionality:
public void AddMarker(RadMap Map)
{
    SearchRequest r = new SearchRequest();
    r.Query = "Paris, France";
    r.UserData = new Guid();           
    bingProvider.SearchCompleted += BingProvider_SearchCompleted;
    bingProvider.SearchAsync(r);
}

private void BingProvider_SearchCompleted(object sender, SearchCompletedEventArgs e)
{
    //one cannot access the UserData here
}

1. Open the demo application >> Map >> Search example.
2. Enter some text and press Enter.
3. Move the mouse a little bit and you will notice the search box looses focus.

Workaround:  this.radMap1.MapElement.SearchBarElement.SearchTextBoxElement.TextBoxItem.LostFocus+=TextBoxItem_LostFocus;

        private void TextBoxItem_LostFocus(object sender, EventArgs e)
        {
            this.radMap1.MapElement.SearchBarElement.SearchTextBoxElement.TextBoxItem.TextBoxControl.Focus();
        }