To reproduce:
- Create a hierarchy  and set the UseScrollbarsInHierarchy property to true.
- Scroll by pressing the thumb in the child template.
-  The CellClick event is fired when the mouse is released.

Workaround:
void radGridView1_CellClick(object sender, GridViewCellEventArgs e)
{
    if (e.Column != null)
    {
        Console.WriteLine("CellClick");
    }
}