It does work, as long as I have selected a record without scrolling through the grid. As soon as I select a record more down the cursor, i.e. I scrolled some records down, set the focus on a particular record, and press on an option button, which changes a value for that record (the option button is not in the grid, but on the form), I make a new SELECT after changing the value in the Table. To find the changed record, I store its KeyValue into a variable:
mControl = CursorResult.KeyVal

after all the action, I Locate for this KeyValue:

Locate for CursorResult.KeyVal = mControl

But it does not find the record, instead the selection jumps to the first record on the grid.
Nevertheless, it finds the record, if I did not scroll further down the grid.
This is amazing.