Please refer to the attached sample project and follow the steps illustrated on the attached gif file.

Workaround: subscribe to the CellBeginEdit event and focus the grid:

public partial class UserControl1 : UserControl
{
    public UserControl1()
    {
        InitializeComponent();
        this.radGridView1.CellBeginEdit += radGridView1_CellBeginEdit;
    }

    private void radGridView1_CellBeginEdit(object sender, GridViewCellCancelEventArgs e)
    {
        this.radGridView1.Focus();
    } 
}