Found out this happens only when there is a CellTemplate without also implementing the DataTemplate.
So, the correct way is to implement both the CelTemplate and the DataTemplate.
for example:
<sf:GridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Text="{x:Bind Name, Mode=OneWay}" />
</DataTemplate>
</sf:GridTemplateColumn.CellTemplate>
<sf:GridTemplateColumn.EditTemplate>
<DataTemplate>
<TextBlock Text="{x:Bind Name, Mode=TwoWay}" />
</DataTemplate>
</sf:GridTemplateColumn.EditTemplate>