When the user clicks on a row or column header in order to select the row or column, the header is not drawn inverted. Why does this happen and how can I disable this behavior?

The reason for this behavior is that the current cell is moved onto the header. (As you sure know, in Objective Grid, a header can be any control type and therefore can also become the current cell). As the current cell is not drawn inverted, the header will then also not be drawn inverted.

To disable this behavior, you should call

ChangeColHeaderStyle(CGXStyle().SetEnabled(FALSE));
ChangeRowHeaderStyle(CGXStyle().SetEnabled(FALSE));