Hello Thomas, 

By design, if multiple cells are selected and user clicks on one of them, in order to enter edit mode, selection is cleared. 

In order to maintain selection, while a cell is in edit mode, you have to manually re-select the cell after edit mode has started. This could be achieved by handling the EditModeStarting event on the XamDataGrid and re-setting the Cell.IsSelected property to the previously selected cells.  This means that you need to keep track of what cells were selected. 

After the cell value is changed, in the EditModeEnded event handler, the new value could be set and get as value to the other selected cells. Keep in mind that these changes would be visible when the focus of the edited cell is lost. 

I have attached a sample application that uses this approach. Please test it on your side and let me know if I may be of any further assistance.