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GridStyleInfoStore.DataSourceProperty.IsCloneable = false;
GridStyleInfoStore.DataSourceProperty.IsDisposable = false;
Another way to do this would be to handle CurrentCellShowingDropDown and explicitly set teh dataSource at that point, but setting the properties is simpler if that works for you.
GridComboBoxCellRenderer cr = (GridComboBoxCellRenderer)
this.gridControl1.CellRenderers["ComboBox"];
cr.ListBoxPart.DataSource = null;