The unstyled tooltip is the default one for TextBox element, since GridViewDataColumn uses TextBox as editor. To remove it, you can subscribe to the CellValidated event of RadGridView and set the e.Handled to "True".
It is strange that you do not see the triangle in the top-right part of the cell. Here is a video demonstrating that it is actually there: video
. The validation is performed on property level and the default TextBox tooltip is removed with the aforementioned approach.
In addition, you can set a different validation tooltip for the TextBox with the ErrorTemplate attached property.
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