Please try with below code snippet.
Issue is your button (btnShowDetail) is outside the updatepanel, That's why it will open with full postback.
<asp:UpdatePanel ID="upGrd" runat="server">
<ContentTemplate>
<telerik:RadGrid ID="grd" runat="server" AutoGenerateColumns="false">
<MasterTableView>
<Columns>
<telerik:GridBoundColumn HeaderText="Header" DataField="ID">
</telerik:GridBoundColumn>
</Columns>
</MasterTableView>
<ClientSettings EnableRowHoverStyle="true">
<ClientEvents OnRowDblClick="grd_DblClick" />
</ClientSettings>
</telerik:RadGrid>
<telerik:RadWindowManager ID="RadWindowManager2" runat="server" EnableShadow="true"
DestroyOnClose="true">
<Windows>
<telerik:RadWindow runat="server" ID="winDetailForm" InitialBehaviors="Close" Modal="true" Title="Detail Form" RestrictionZoneID="ContentTemplateZone" VisibleOnPageLoad="False" Height="550px" Width="700px">
<ContentTemplate>
My data detail is here which is being shown in PopUp...
</ContentTemplate>
</telerik:RadWindow>
</Windows>
</telerik:RadWindowManager>
<telerik:RadButton runat="server" ID="btnShowDetail" Text="Show Detail" OnClick="btnShowDetail_Click" Style="display: none"></telerik:RadButton>
</ContentTemplate>
</asp:UpdatePanel>
Let me know if any concern.