The cell style is probably being cleared. You can avoid this by handling ClearingCells.
private void gridControl1_ClearingCells(object sender, GridClearingCellsEventArgs e)
{
GridCurrentCell cc = this.gridControl1.CurrentCell;
if(cc.RangeInfo == e.RangeList.ActiveRange &&
this.gridControl1[cc.RowIndex, cc.ColIndex].CellType == "TextBox")
{
e.Handled = true;
}
}