I tried to reproduce the problem in my local test by creating a simple sample of page containing WebGrid but my efforts were not successful – everything worked smoothly and I was able to expand a record that comes from the next page. The grid’s layout is made based on the screenshot and the information provided in your original post.

I enclosed my test page as attachment. Please have my sample tested on your end and let us know whether it works or not. Should you find any step that I missed during my attempt to reproduce the issue, please feel free to modify the sample and send it back to be investigated further.

Note: in some cases, you may need to set the value of “PagingDataRetrievalMode” property to "ReturnPartialRows".

Hope this helps.