I suggest you evaluate whether CheckBoxes meet your needs in this design scenario.
RadioButtons are meant to be used in groups ... for example, all the RadioButtons in a WinForms Panel are a "group" ... where one of them will always have its CheckState Property set to 'Checked.
By designing your user-interface using the Microsoft Windows User Interface Guidelines, you will presenting users with interactive they are familiar with. Here's guidelines for RadioButtons: [
^].
In WinForms it is, perhaps, an inconsistent behavior that a bunch of RadioButtons put in some ContainerControl, or on a Form, initially appear at design-time, and then at run-time, as all unchecked unless you have at design-time set the checked property of one of them.