Looks like we can't reproduce the issue or there's a problem in the test case provided.
Grid Column Header Selection style issue
This seems to be an issue with the library for IE for column drag and drop.
Steps to produce:
1) Click on header of any column to sort. We can see the column header is highlighted.
2) Drag a column to change its location and drop it into new location.
-- We can see that both the column headers are highlighted.
3) Drag another column to move to new location but do not drop and let it come back to its original location.
-- Now we can see that 3 columns header's are highlighted.
Expected solution: There should be only one column header highlighted. You can see the expected behavior in the Firefox.
This happens for both the versions of library (4.1 & 4.2)
Please refer below links:
Thanks for the report! I have opened a bug in our bug tracker.