Yes, Henk, we confirm that this is the expected behavior.
In the first case, when your grid can be edited, two MouseDown events are triggered when you double-click the grid. The cell under the mouse pointer becomes current (selected) after the first MouseDown if the cell was not so. The second MouseDown causes the editing of this current cell. Note that this happens before the DoubleClick event is raised, and sure DoubleClick isn't triggered by iGrid because it has been just put into edit mode.
In the second case, when you make iGrid non-editable, the editing isn't started and DoubleClick is triggered as expected.
The logic described above is applied to the CellDoubleClick event as well. The only difference is that CellDoubleClick is raised in addition to the DoubleClick event only if a real cell but not empty grid space is double-clicked.