When you remove a filter descriptor via the X button in the UI a NullReferenceException is printed in the Visual Studio Output pane as a data binding error.

System.Windows.Data Error: 17 : Cannot get 'LogicalOperator' value (type 'FilterCompositionLogicalOperator') from 'CompositeFilter' (type 'CompositeFilterViewModel'). BindingExpression:Path=CompositeFilter.LogicalOperator; DataItem='FilterViewModel' (HashCode=15035499); target element is 'RadToggleButton' (Name='PART_CompositeFilterLogicalOperatorToggleButton'); target property is 'IsChecked' (type 'Nullable`1') TargetInvocationException:'System.Reflection.TargetInvocationException: Exception has been thrown by the target of an invocation.
 ---> System.NullReferenceException: Object reference not set to an instance of an object.
   at Telerik.Windows.Controls.Data.DataFilter.CompositeFilterViewModel.get_LogicalOperator()
   --- End of inner exception stack trace ---
   at System.RuntimeMethodHandle.InvokeMethod(Object target, Object[] arguments, Signature sig, Boolean constructor, Boolean wrapExceptions)
   at System.Reflection.RuntimeMethodInfo.Invoke(Object obj, BindingFlags invokeAttr, Binder binder, Object[] parameters, CultureInfo culture)
   at System.Reflection.RuntimePropertyInfo.GetValue(Object obj, BindingFlags invokeAttr, Binder binder, Object[] index, CultureInfo culture)
   at System.Reflection.RuntimePropertyInfo.GetValue(Object obj, Object[] index)
   at MS.Internal.Data.PropertyPathWorker.GetValue(Object item, Int32 level)
   at MS.Internal.Data.PropertyPathWorker.RawValue(Int32 k)'

You can safely ignore the error because it doesn't break the control or the application. In a single case it seemed that this error was causing also an AccessViolationException.

Your RadDataFilter is great.  However, your documentation is lacking.  The control is not included in the SDK download and, the examples reference classes that aren't included in the documentation.  Look at the 
"Default Filter Editors" example.  In the example, you reference a behavior in the Example that has no supporting class and no way for me to see it.  Specifically, "Example.xaml":  behavior:MyFilterDescriptorBindingBehavior.FilterDescriptors="{Binding FilterDescriptors, Source={StaticResource model}}"