My apologies. I didn't realize RowReorderBehavior was one of our custom classes. I thought it was something inherent to the RadGridView. Here is most of the code within the RowReorderBehavior.SetIsEnabled method. I tried turning off the drag and drop handlers when the user triggers the OnCellDoubleClick event, but it didn't help. Closing the window still has the selected row in drag and drop mode. I think it is that the GridView isn't detecting the mouse has been released like you said. Hopefully these snippets might make the problem a little clearer.
SetIsEnabled method
Initialize method (note that the Cleanup method seen in the snippet above removes all the handlers below)
AssociatedObject_RowLoaded RowLoaded event handler