I suggest that you slightly redesign your project in the following manner:
1. The DataSource property should be assigned in the Page_Init event handler;
2. You should call the DataBind method in the Page_Init event handler as well (after the datasource assignment);
3. The selection should be restored in the tree list's DataBound event handler;
If you want to collect selected nodes, you should use the ASPxTreeList.GetSelectedNodes method.