Try handling the TableControlCellClick event and explicitly selecting the whole table if you click on the top left cell.
private void gridGroupingControl1_TableControlCellClick(object sender, GridTableControlCellClickEventArgs e)
{
GridTableCellStyleInfo style = e.TableControl.Model[e.Inner.RowIndex, e.Inner.RowIndex];
if(e.Inner.ColIndex == 0 && style.TableCellIdentity.TableCellType == GridTableCellType.ColumnHeaderCell)
{
e.TableControl.Selections.SelectRange(GridRangeInfo.Table(), true);
}
}