Currently the grid fires the change event if the user clicks on a row. I can use this event to do something, for example, update controls in a detail part of the page below the grid.

If the user groups or sorts the grid, the grid rebinds. It does fire an event for that, but since the grid also removes any selection, to be consistent, it should also fire the same event it fires when the user selects a row. After all...the selection is changing (to nothing).