This is over ten years late, but I found a workaround for this. I discovered through debugging the notification of row validation errors that the "binding group" representing the whole row was not marked to notify on validation error. Since my row validation (based on another example here on StackOverflow) had already discovered the binding group, it was a simple matter to force notification by setting the "NotifyOnValidationError" for the binding group to true.

public override ValidationResult Validate(object value, CultureInfo cultureInfo)
{
    if (value is BindingGroup bindingGroup && bindingGroup.Items.Count > 0)
    {
        bindingGroup.NotifyOnValidationError = true;
        // Insert validation code here.
    }
    return ValidationResult.ValidResult;
}

Ideally, this would be handled through XAML markup, but I don't see where that could be done for rows.