Hello,
looks like I have found a bug with ComboBox inside grid with cellEditing plugin. It's not firing 'blur' event in case of pressing <Tab> key. For textfield's blur is fired.
Code:
Ext.create('Ext.data.Store', {
    storeId:'simpsonsStore',
    fields:['name', 'email'],
    data:{'items':[
        {"name":"Lisa", "email":"lisa@simpsons.com"},
        {"name":"Bart", "email":"bart@simpsons.com"},
        {"name":"Homer", "email":"home@simpsons.com"},
        {"name":"Marge", "email":"marge@simpsons.com"}
    ]},
    proxy: {
        type: 'memory',
        reader: {
            type: 'json',
            root: 'items'
        }
    }
});


Ext.create('Ext.grid.Panel', {
    title: 'Simpsons',
    store: Ext.data.StoreManager.lookup('simpsonsStore'),
    columns: [
        {header: 'Email', dataIndex: 'email', flex:1,
            editor: {
                xtype: 'textfield',
                allowBlank: false,
                listeners: {
                    'blur' : function(){
                        console.log('There was blur'); //fired when looses focus using <Tab>
                    }
                }
            }
        },
        {header: 'Email', dataIndex: 'email', flex:1,
            editor: {
                xtype: 'combobox',
                store: Ext.data.StoreManager.lookup('simpsonsStore'),
                queryMode: 'local',
                valueField: 'email',
                displayField: 'email',
                allowBlank: false,
                listeners: {
                    'blur' : function(){
                        console.log('There was blur'); //not fired when looses focus using <Tab>
                    }
                }
            }
        }
    ],
    selType: 'cellmodel',
    plugins: [
        Ext.create('Ext.grid.plugin.CellEditing', {
            clicksToEdit: 1
        })
    ],
    height: 200,
    width: 400,
    renderTo: Ext.getBody()
});