Possible work-around of this problem:

private void RadDocking_ElementLoaded ( object sender, LayoutSerializationEventArgs e )
 {
     if ( e.AffectedElement is RadPaneGroup )
     {
         var PaneGroup = e.AffectedElement as RadPaneGroup;
         var Panes = PaneGroup.EnumeratePanes().ToList();
         var SelectedIndex = PaneGroup.SelectedIndex;

         for ( int Index = 0; Index < Panes.Count; Index++ )
         {
             if ( ( Panes[ Index ].IsHidden || !Panes[ Index ].IsPinned ) && Index <= SelectedIndex )
             {
                 SelectedIndex++;
             }
         }

         PaneGroup.SelectedIndex = SelectedIndex;
     }
 }