To reproduce:
- add a RadGridView with one column - GridViewMultiComboBoxColumn;
- set DataSource property of the column;
- subscribe to the CellValidating and use the following code:

 private void radGridView1_CellValidating(object sender, CellValidatingEventArgs e)
        {
            e.Cancel = true;
        }

Run the application and select a value from the GridViewMultiComboBoxColumn. When pressing Enter key, InvalidCastException is thrown.

Workaround: 

radGridView1.EditorManager.CloseEditorWhenValidationFails = true;