After initial showing and closing the roll out panel, you can expand it manually but when you try to access the month calendar the roll out panel closes suddenly.
I mean, that if AutoHide property of panel is True, then panel must be hidden if not focused and if it's not under mouse.
This condition is not correct?
The point is that the month calendar is an integral part of the date edit control. So if the calendar drops down, focus is really on the date edit and that control is part of the roll out panel. So the roll out panel should not collapse.