To reproduce: populate the grid with data and use the code snippet below:

public Form1()
{
    InitializeComponent();
    this.radGridView1.EnablePaging = true; 
    this.radGridView1.AddNewRowPosition = Telerik.WinControls.UI.SystemRowPosition.Bottom;
}

Select the third page and click the new row at the bottom. The editor is activated as expected but the first page is made current.

Workaround: use the CellEditorInitialized event and move to the desired page

 private void radGridView1_CellEditorInitialized(object sender, Telerik.WinControls.UI.GridViewCellEventArgs e)
 {
     if (e.Row is GridViewNewRowInfo)
     {
         this.radGridView1.MasterTemplate.MoveToPage(2); 
     }
 }