It makes no sense that the GridButtonColumn does not have the Single Click feature just like the RadButton. Why would the web users not be double-clicking this button as opposed to a stand-alone button? It is not even consistent - the button in a RadGrid's GridButtonColumn should be a RadButton.
The GridButtonColumn does not provide the option for using RadButton, because it is a bit heavier control that the other options (currently available in the ButtonType property of the GridButtonColumn) and if there are too many records on the page, this will be a major hit on the performance. However, if you need to display RadButton and set its SingleClick property you could use GridTemplateColumn and place a RadButton in the ItemTemplate.