Forgot to say, if I remove either <a4j:support> tag - the left one produces actions regularly. So, if I leave 'onexpand' one, the actions panelOpened(ActionEvent event) is called each time the panel is expanded. And the same with 'oncollapse' one. They work well when they are not together :(
Ok, I see no one is anxious about this thing, especially RichFaces team, although the thing, that the tutorial example doesn't work is an evident bug...
I've tried the example described in guide's FAQ (http://www.jboss.org/file-access/default/members/jbossrichfaces/freezone/docs/devguide/en/faq/faq.html#SimpleTogglePanelPanelMenuState) and it works good.
State Manager API is implemented in 3.2.2 version (comes very soon) allows to do the job you need. Try it. Check the "Rich Miscellaneous" section for an example of how it works at http://livedemo.exadel.com/richfaces-demo/index.jsp] first.