Pressing <Enter> should save grid row edited in-line by default, even if it has a sub-grid. Currently, if a grid row does not have a sub-grid, pressing <Enter> saves it when edited in-line, but if it has a sub-grid, that sub-grid gets expanded instead. I think, this is a non-standard behaviour (can be set by specifying some new option, but not by default). If my suggestion will be implemented, it will allow to speed up data entry, because if user types in some text in a text box, it is easier and faster for him to press <Enter> rather that switch to the use of mouse.

Also, pressing <Esc> cancels editing in any case (with sub-grid or without), which is correct.