The ItemsControl that holds the control panel of RadGridView should not be included in the tab order. Its IsTabStop property should be False. Only the items inside of it should be included in the tab order.
To work this around, use the ChildrenOfType extension method to get the ItemsControl and set its IsTabStop property. Optionally, you can exclude also the ControlPanelItemControl elements from the tab order.
private void gridView_Loaded(object sender, RoutedEventArgs e)
{
var controlPanel = this.gridView.ChildrenOfType<ItemsControl>().FirstOrDefault(x => x.Name == "PART_ControlPanelItemsControl");
controlPanel.IsTabStop = false;
}