Workaround:

private void grid_KeyDown(object sender, KeyEventArgs e)
{
    if (e.KeyCode == Keys.ShiftKey)
    {
        this.grid.MasterTemplate.ListSource.BeginUpdate();
    }
}

private void grid_KeyUp(object sender, KeyEventArgs e)
{
    if (e.KeyCode == Keys.ShiftKey)
    {
        this.grid.MasterTemplate.ListSource.EndUpdate();
    }
}