The GridDataBoundGrid only sets the StyleInfo properties if you have not any of the StyleInfo properties. This avoids the initialization code stepping on settings that you set.
Here is the code segment from the _InitGridColumn method in our source.
void _InitGridColumn(GridBoundColumn gcs, PropertyDescriptor pd)
{
bool autoInitCellType = GridModelDataBinder.AutoInitCellTypes;
gcs.PropertyDescriptor = pd;
Type type = pd.PropertyType;
if (gcs.StyleInfo.IsEmpty)
{
gcs.StyleInfo.CellValueType = pd.PropertyType;
if (type.Equals(typeof(Boolean)))
{
...
So, if you set any properties in the StyleInfo, the CellValueType is not set.
One thing you could try is to postpone setting the Format property until after the call to Binder.Initialize columns to see if that will allow the CellValueType to be set by the initialization.
Another option would be for you to explicitly set the CellValueType at the same point that you set the Format.