I don’t think there are any technical reason that this feature hasn’t been implemented in the data grid.
A few years back, I did create a widget with a colleague to add some keyboard features to the data grid. It probably still works but I can’t say for sure. If not, at least it might give you or someone else a starting point.
Here’s the Github: https://github.com/tieniber/DataGridKeyboardCommands
And a direct download link for the MPK: https://github.com/tieniber/DataGridKeyboardCommands/blob/master/test/widgets/DataGridKeyboardCommands.mpk?raw=true