Just run the attached project and scroll horizontally to the very end several times (at least two times).
I tried disabling the column virtualization but this did not help.

This issue will be resolved with Q2 2015. 
A new virtualization mechanism for ColumnGroups will be introduced with Q2 2015. A property EnableColumnGroupsVirtualization is exposed with default value True for enabled virtualization. Setting it to False will enable the old logic.