DataGrid not committing changes until row loses focus

I have a DataGrid with its ItemsSource set so an observable collection.

Data in the grid is editable by the user, but the bound items are not updated until the row loses focus. So when the window is closed without leaving the row, all changes to the row are lost.

Calling grid.CommitEdit() on closing the window had no effect. Any suggestions how to solve this? I can hardly believe that I'm the first to encounter this problem.