An implicit style could be added:

<Style TargetType="telerik:FilteringControl" BasedOn="{StaticResource FilteringControlStyle}">
   <Setter Property="Background" Value="{telerik:FluentResource ResourceKey=AlternativeBrush}" />
</Style>

I am setting the status of the item to Declined as the reported behavior is due to the fact that the RowDetailsVisibilityMode is set to VisibleWhenSelected. The default behavior of RadGridView is to split the merged cell when a row with expanded row details is added. Thus, the reported issue you are is the expected one. If setting the RowDetailsVisibilityMode is removed the control will behave as expected. 

The reason for declining the item is that a possible fix for this behavior would practically interfere with the virtualization mechanism of the control. Shortly said, when the columns have their width initially set, RadGridView is aware of the column with the biggest size and performs its calculations based on it. When their size is changed on loading, the control cannot be aware of the size of a column that is not present in the viewport thus, the reported issue is observed. In order this behavior to be modified so, the engine needs to measure an element that is not yet loaded. We cannot commit ourselves to implementing this, as this would affect the virtualization of RadGridView. A possible workaround would be to avoid setting the Width of the columns initially in XAML.

Available in LIB version: 2017.2.710

The fix is available in the R1 2018 Release.

The fix is available in the R1 2018 SP2 Release.

The default merging algorith merges adjacent cells with the same value. An option for preventing cells merging despite their value, should be provided.