To reproduce:
private void RadGridView1_UserAddingRow(object sender, Telerik.WinControls.UI.GridViewRowCancelEventArgs e)
{
    radGridView1.MasterView.TableAddNewRow.CancelAddNewRow();
}
See attached video.

Workaround:
private void RadGridView1_UserAddingRow(object sender, Telerik.WinControls.UI.GridViewRowCancelEventArgs e)
{
    radGridView1.MasterView.TableAddNewRow.CancelAddNewRow();
    radGridView1.MasterView.ViewTemplate.DataView.CurrentItem.IsCurrent = false;
}