The behavior on my side was working properly by modifying the "CustomItemsSource.xaml" file from the "Providing an ItemsSource" sample:
<sample:DemoView x:Class="Samples.Modules.PropertyGrid.Views.CustomItemsSource"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:sample="clr-namespace:Samples.Infrastructure.Controls;assembly=Samples.Infrastructure"
xmlns:xctk="http://schemas.xceed.com/wpf/xaml/toolkit"
xmlns:xctt="http://schemas.xceed.com/wpf/xaml/toolkit/themes"
xmlns:xcpt="http://schemas.xceed.com/wpf/xaml/themes"
Title="Custom ItemsSource"
Description="Sometimes it is desirable to want to provide a collection of values represented by a ComboBox for a given property. The PropertyGrid supports this scenario by create a class that implements IItemsSource and decorating your property with the ItemsSourceAttribute.">
<StackPanel Margin="10">
<StackPanel.Resources>
<ResourceDictionary>
<ResourceDictionary.MergedDictionaries>
<xctt:Office2007BlueResourceDictionary StyleUsageMode="Implicit" />
<xcpt:Office2007BlueResourceDictionary StyleUsageMode="Implicit"/>
</ResourceDictionary.MergedDictionaries>
</ResourceDictionary>
</StackPanel.Resources>
<TextBlock Text="Providing a Custom ItemsSource:" Style="{StaticResource Header}" />
<TextBlock Text="This example uses a collection of Doubles to represent the available options for the WritingFontSize property." TextWrapping="Wrap" />
<xctk:PropertyGrid x:Name="_propertyGrid" Width="450" Margin="10" />
</StackPanel>
</sample:DemoView>
Since you seems to be a "Plus" edition subscriber (or trial) I would recommend to contact our support team with a sample app that reproduce your problem so we can help you out.