The embedded Grid in teh GridListControl is a virtual grid. To affect a style change like this, you would have to handle the Grid.QueryCellInfo event and set it there. (Note column 0 is the row header which is hidden, so you would need to use 1 or higher).
private void Grid_QueryCellInfo(object sender, GridQueryCellInfoEventArgs e)
{
if(e.RowIndex > 0 && e.ColIndex == 1)
{
e.Style.CellType = "CheckBox";
}
}