It does not matter the type of the control that we want to move the focus on as well as if it was RadControl or not

To reproduce:
 private void radGridView1_CellBeginEdit(object sender, Telerik.WinControls.UI.GridViewCellCancelEventArgs e)
        {
            e.Cancel = true;
            // Some other control to move the focus on
            this.textBox1.Focus();
        }

Workaround:
Before cancelling the event set the value of the active editor to the current cell value

private void radGridView1_CellBeginEdit(object sender, Telerik.WinControls.UI.GridViewCellCancelEventArgs e)
{
    this.radGridView1.ActiveEditor.Value = e.Row.Cells[e.Column.Name].Value;
    e.Cancel = true;
    // Some other control to move the focus on
    this.textBox1.Focus();
}