This behavior is by design. Clicking a disabled cell does not change the current state of teh grid.
If you want to close the dropdown, then I think you can explicitly do it in GridControlMouseDown.
private void gridDataBoundGrid1_GridControlMouseDown(object sender, Syncfusion.Windows.Forms.CancelMouseEventArgs e)
{
int row, col;
Point pt = new Point(e.MouseEventArgs.X, e.MouseEventArgs.Y);
if(this.gridDataBoundGrid1.PointToRowCol(pt, out row, out col, -1))
{
GridStyleInfo style = this.gridDataBoundGrid1[row, col];
if(!style.Enabled)
{
GridCurrentCell cc = this.gridDataBoundGrid1.CurrentCell;
if(cc.RowIndex == 1)
cc.CloseDropDown(Syncfusion.Windows.Forms.PopupCloseType.Canceled);
}
}
}