The reason for this behavior is that pressing the paging button does not affect the selected row of the Datagrid. You will notice this when you press the paging buttons going back to the first page. The first line is still the selected one. Therefore the paging buttons behave as designed and rightfully so because the paging button is for browsing through the pages, not for setting the next selection.

In a Datagrid that allows multi-selection, the last selected item is shown in the Dataview. But you need to click on the grid row explicitly to add it to the selection and make the data view pick it up.  So there is no reason to change the paging buttons’ behavior and if you do, your app will behave differently than others, throwing of the users.