Setting the HeaderStringFormat of RadTreeViewItem does not format the Header.
As a workaround, HeaderTemplate of RadTreeViewItem could be set which has TextBlock with StringFormat property set on its Text Binding.
<DataTemplate x:Key="template">
<TextBlock Text="{Binding ., StringFormat='Received ({0:N0})'}" />
</DataTemplate>
Available in LIB version: 2016.3.1121
Just tried the same with 2018.2 still does not work - a workaround causes overhead and less readable xaml => StringFormat should work
<telerik:RadTreeViewItem Header="{Binding InafModel.INafModel_Entities.Count, StringFormat=Entities ({0})}"
ItemsSource="{Binding InafModel.INafModel_Entities}"
ItemTemplate="{StaticResource Entity_DataTemplate}"/>