To reproduce: please refer to the attached gif file and sample project.

Workaround:

        private void radGridView1_CellEndEdit(object sender, GridViewCellEventArgs e)
        {
            RadDropDownListEditor editor = e.ActiveEditor as RadDropDownListEditor;
            if (editor!=null)
            {
                RadDropDownListEditorElement el = editor.EditorElement as RadDropDownListEditorElement;
                el.AutoCompleteSuggest.DropDownList.ClosePopup();
            } 
        }