CellEditingTemplate is not activated when new line is added to DataGrid in WPF

Question

I tried to solve this problem several times. In a DataGrid I display data about financial transactions. One column is the Account class which is a navigation property (EF). I have a simple validation. The Account property should be not empty.

Here is the column:

    <DataGridTemplateColumn Header="{x:Static r:Resource.AccountName}" 
                                    CellTemplate="{StaticResource AccountTemplate}"
                                    CellEditingTemplate="{StaticResource AccountEditingTemplate}" />

Here are the DataTemplates:

    <DataTemplate x:Key="AccountEditingTemplate">
        <ComboBox ItemsSource="{Binding RelativeSource={RelativeSource FindAncestor, 
                            AncestorType={x:Type DataGrid}}, Path=DataContext.AccountObjects}" 
                  SelectedItem="{Binding Account, ValidatesOnDataErrors=True, UpdateSourceTrigger=LostFocus}" 
                  DisplayMemberPath="Name" Style="{StaticResource ComboBoxError}" IsEditable="True"
                  ToolTip="{Binding Account.Name}" />
    </DataTemplate>

    <DataTemplate x:Key="NameTemplate">
        <TextBlock Text="{Binding Name}" ToolTip="{Binding Name}"/>
    </DataTemplate>

    <DataTemplate x:Key="AccountTemplate">
        <ContentControl Content="{Binding Path=Account, ValidatesOnDataErrors=True}" 
                        ContentTemplate="{StaticResource NameTemplate}"/>
    </DataTemplate>

The CellEditingTemplate displays the ComboBox with the potential accounts. The CellTemplate is tricky. In AccountTemplate I bound Account so I properly get the validation error. Then I use the NameTemplate to to display the Account.Name as a TextBlock. (Previously I bound "Account.Name" but validating a nested property is not easy if Account is null (e.g. in a new row)).

If I want to change Account in an existing row then everything works.

If I want to change Account in a new row then the ComboBox does not appear! (One more confusing fact, If I click to the Account in the new line then the ComboBox appear if then I go to another column I can not get back the ComboBox)

UPDATE 1

My problem is that with double click I can not open the editing mode. Here is the validation (but the problem still happens without the validation)

    override public string this[string columnName]
    {
        get
        {
            var errorMessage = string.Empty;
            switch (columnName)
            {
                case "Instrument":
                    if (Instrument == null)
                        errorMessage = nameof(Instrument) + " " + GlobalValues.AppData["must be given!"];
                    break;
                case "Account":
                    if (Account == null)
                        errorMessage = nameof(Account) + " " + GlobalValues.AppData["must be given!"];
                    break;
            }
            return errorMessage;
        }
    }