I did find way to fix this.
in KeyDown event for the grid I did.
if (e.KeyCode == Keys.Tab)
var data = CurrentRow as Xceed.Grid.DataRow;
if (data != null && data.IsBeingEdited)
e.SuppressKeyPress = true;
Works so I am happy for now even tough this is odd bug.
Imported from legacy forums. Posted by Einar (had 1240 views)