The usual reason for poor grid performance is indeed supplementary trips to the database to retrieve entities referenced in navigation properties which are not already in the cache. I'm not sure what might be causing your performance problems with the grid where you've already viewed the rows and therefore (presumably) already retrieved the related entities.
However, the solution to the standard problem may also solve your non-standard one: that being, to preload the data you're going to need (using a span query) before displaying the grid. See, for example, the section "Span Queries" in the Object Persistence chapter in the Developers Guide. There is also material in the Performance Tips powerpoint file in the Learning Units at
LearningUnits\300 Advanced\Performance Tuning a DevForce App\01 Slides