You can try dynamically setting teh property in CurrentCellMoving.
private void gridControl1_CurrentCellMoving(object sender, GridCurrentCellMovingEventArgs e)
{
if(e.ColIndex == 1 || e.ColIndex == 2)
{
this.gridControl1.ActivateCurrentCellBehavior = GridCellActivateAction.DblClickOnCell;
}
else
{
this.gridControl1.ActivateCurrentCellBehavior = GridCellActivateAction.SelectAll;
}
}