Workaround: use a custom BaseGridBehavior

public Form1()
{
    InitializeComponent();

    this.radGridView1.GridBehavior = new MyBaseGridBehavior();
}

public class MyBaseGridBehavior : BaseGridBehavior
{
    public override bool ProcessKey(KeyEventArgs keys)
    {
        if (keys.Control && this.GridControl.CurrentColumn == null)
        {
            return false;
        }

        return base.ProcessKey(keys);
    }
}