When filtering is enabled, enter text that doesn't exist in the items and when the focus is removed the text entered is deleted, but it should stay.
The solution of this issue was implemented by a new feature in the control which determines if the Text of the RadComboBox should be updated on LostFocus or not.
Simply set the UpdateTextOnLostFocus dependency property of the control to "False". By default its value is True and no change in behavior should be observed.
The UpdateTextOnLostFocus dependency property is available in the 2015 Q2 SP1 release.