Setting the HorizontalAlignment of the TextBlocks within each CommonColumnHeader in the Loaded event of the RadGridView seems to fix the issue:
  private void clubsGrid_Loaded(object sender, RoutedEventArgs e)
        {
            foreach (var columnHeader in clubsGrid.ChildrenOfType<CommonColumnHeader>())
            {
                var tb = columnHeader.ChildrenOfType<TextBlock>().FirstOrDefault();
                tb.HorizontalAlignment = HorizontalAlignment.Center;
            }
        }

When trying to style the Header of the ColumnGroupName and specifically applying the "Horizontal Alignment" property to "Center" it does not act as expected.