Master/detail is supported through the DataGridCollectionView[Source]. In the example you provide, you initially bind the grid to the DataGridCollectionViewSource that has the Assignments as a source; however, in the Loaded event, you then reassign Assignment's DefaultView to the grid's ItemsSource property, removing the master/detail capabilities.

If you want to use code-behind to set the ItemsSource, then you should wrap your source in a DataGridCollectionView  before assigning it to the ItemsSource property:

DataGridCollectionView view = new DataGridCollectionView( dal.timeSheetDataSet.Assignments.DefaultView );
this.AssignmentsGrid.ItemsSource = view;