To reproduce: 
1. Add a RadGridView, a RadDataEntry, a RadBindingNavigator and a MS BindingNavigator.
2. Bind all of the above controls to absolutely the same BindingSource, e.g. Northwind.Categories table.
3. Click over the "Add" button of the RadBindingNavigator/MS BindingNavigator once. RadGridView displays the new record, but the RadDataEntry does not show it. Each next click of the "Add" button navigates the RadDataEntry to the previously added record.
Workaround:
//RadBindingNavigator:
this.radBindingNavigator1.BindingNavigatorElement.AddNewButton.Click += AddNewButton_Click;
private void AddNewButton_Click(object sender, EventArgs e)
{ 
    this.radBindingNavigator1.BindingSource.MovePrevious();
    this.radBindingNavigator1.BindingSource.MoveLast();
}
//MS BindingNavigator:
ToolStripButton addButton = (ToolStripButton)this.bindingNavigator1.Items[this.bindingNavigator1.Items.Count - 2] ;
if (addButton != null)
{
    addButton.Click += addButton_Click;
}
private void addButton_Click(object sender, EventArgs e)
{
    this.bindingNavigator1.BindingSource.MovePrevious();
    this.bindingNavigator1.BindingSource.MoveLast();
}