Does your grid work in multi-select mode? If so, then, most likely, you just make the cell selected but not current. This is not not the same in the general case. The RequestEditCurCell method activates editing in the CURRENT cell.
If you are not using the latest build of iGrid (7.0.17), try to reproduce the problem in it. According to the source code, the CellSelected property should make the cell current too automatically in single-select mode.
BTW, as a rule, the current cell is marked with a special dotted focus rectangle if you have not turned it off with the FocusRect property.