I'm trying to use the ComboBox for use with auto-completion in a grid and hit this problem in IE. Luckily, I could reproduce the problem in your test code.
1) run test_edit_dijit.html in an IE 7 browser
2) select "Toggle singleClickEdit"
3) click in the priority cell (it works fine, you can change it values and when you remove all test, possible values show)
4) select "Add Row"
5) click in the priority cell, can't set focus in this cell or in any other cell in the Priority column
Looks like a focus problem. You can actually see the cursor up on the top left hand column of the form when you first click in Priority cell after adding a new row.
Use of the ComboBox in the grid is very important because you can use the dijit ComboBox to provide intelligent "input suggest" pretty easily using the new QueryReadStore implementation.

more information on this problem
This problem only occurs when the grid is in "single click" edit mode. And it only happens for Combos that are are a text box vs. a combo box.
Also, in edit.java I see some code written to handle the IE boomerang focus problem where (from comments) the grid utterly loses the focus. This is what I am seeing in the demo. The grid completely loses the focus and it moves to the top of the page.
- why does it happen after a new row is added to the grid?
- interesting that it effects all combos in all rows, not just the newly created cell.
further clarification on the problem
Actually, you don't need to add a row to create the problem, just try to edit another "Priority" combo and you'll see the focus move to the top of the page.
Looking at the code in dijitEditors.js, the first time (when the editor is created) works fine. However, when you try the second time (in this case, the created Combo is reattached to the new cell) it doesn't work. Reattaching, the previously created ComboBox editor to the new cell causes the grid to lose focus.