From http://www.devexpress.com/issue=S30968:

"We have implemented this feature in XAF starting from version 12.2 as follows:
- WinForms: By default you can navigate 50 record UP from the currently selected row and 50 records DOWN. You can control this range via the static GridListEditor.PageRowCountForServerMode property.
- ASP.NET: You can navigate only records shown on the current page.

In both WinForms and ASP.NET apps if grouping is applied, you cannot navigate records that are present in open groups only. We enjoy hearing your feedback on this feature once the next XAF version is out by the end of this year."