When a checked item is loading on demand its check state is lost.
This issue is applicable for both WPF and Silverlight.
And the issue is present always (no matter if the RadTreeView is databound, virtualized, etc).

Edit: Please use the approach from this help article if you need checkboxes in the RadTreeView.
http://docs.telerik.com/devtools/wpf/controls/radtreeview/how-to/howto-tri-state-mvvm.html

The XAML team has recently reviewed this issue and will not be addressing it as at this time the team is focusing on the bugs impacting the highest number of developers. If you have encountered this issue and it is blocking for your work please contact us through the support ticketing system with details on your setup and a reference to this item.