The selected row get's it color from the datagrid.scss file.
There is a part were it is set like this:
&.selected td,
&.selected:hover td {
color: $grid-selected-color;
background-color: $grid-bg-selected !important;
}
The $grid-bg-selected is a variable which is set in the custom variables.scss
By changing it there into the color code you want and compiling the sass with calypso(https://docs.mendix.com/howto/front-end/calypso#1-introduction) or another sass compiler. The change will be in place.
Note: you could also directly change the color code within the datagrid.scss file, you lose the advantages of the variable however.