Generally, the approach you are using does not require you to write an additional code. The XtraGrid does not reset its FocusedRow if you open a form by doubleclicking a grid row. So, I would suggest that you determine the cause of this behavior. This can be done by using the following approach:
1) handle the GridView's FocusedRowChanged event and set a breakpoint in it.
2) reproduce the issue and check which code forces the gridView to focus the first row.
This should give an idea on why this happens.
Also, I would suggest that you review the How to create the PopupForm for editing rows in the GridView and automatically create editors based on the column editors. example where the required functionality is implemented.
I think I know the cause of this problem. It appears because you are changing the DataView's RowFilter property. I think you want your editors to point to the clicked record. The best solution is to do not filter the DataView but to assign the BindingContext as it is done in the example above. Here is the code from it:
public EditForm(Point location, GridColumnCollection columns, object dataSource, BindingContext context)
: this() {
StartPosition = FormStartPosition.Manual;
Location = location;
BindingContext = context; // <<<<<<
allowTrackValueChanges = false;
this.dataSource = dataSource;
...
}