We're not yet sure whether this is a DevForce or Infragistics issue either. We do have a workaround you can try, though. On those forms where you see the problem, add a FormClosing handler which sets the UltraGrid's DataSource to null. Here's an example:
this.FormClosing += new FormClosingEventHandler(Form1_FormClosing);
void Form1_FormClosing(object sender, FormClosingEventArgs e) {
this.ultraGrid1.DataSource = null;
}