With Q2 2012 we have introduced a new Unfocused state for the selected GridViewRow/TreeListViewRow. It will be shown when the GridView is out of focus.
If you want to revert to the previous behavior you should set GridView's property - EnableLostFocusSelectedState to False.
This property is available with our internal build (version - 2013.1.0311).
Here is the result: