Please refer to the attached sample project and follow the steps illustrated in the gif file.

Note: the same behavior is observed with the CellValidating event in the new row.

Workaround: use the RowValidating event instead:

        private void radGridView1_RowValidating(object sender, Telerik.WinControls.UI.RowValidatingEventArgs e)
        {
            if (e.Row is Telerik.WinControls.UI.GridViewNewRowInfo && e.Row.Cells["Id"].Value == null)
            {
                this.radGridView1.MasterView.TableAddNewRow.CancelAddNewRow();
                this.radGridView1.CurrentRow = this.radGridView1.MasterView.TableAddNewRow;
            }
        }
 
NOTE: The CellValidating event is fired multiple times as well when you select a new tab in RadDock. There is a second project attached.