Validation occurs only on TabOut not "Save"

I have a custom control called ValGrid. When I tab out of that control the validation associated with it occurs. But when I click on the save button the validation does not occur.

The xaml looks like this

<corewpf:ValGrid ItemsSource="{Binding Path=Member.Units, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged, ValidatesOnDataErrors=True}"
                                     Style="{StaticResource StatefulGrid}"
CanUserAddRows="True"
UpdateValidationTrigger="{Binding UpdateValidationTrigger}"
           LabelText="Units"><corewpf:ValGrid.Resources><corewpf:BindingProxy x:Key="proxy" 
       StaticDataContext="{Binding}" /></corewpf:ValGrid.Resources><corewpf:ValGrid.Columns>
                      ........     </corewpf:ValGrid.Columns></corewpf:ValGrid>