In addition to Ward's answer,
Also set "store createdDate" to on in the properties of your entity.
Then sort your grid descending on this attribute(or if you wish you could use another, as long the new created object is sorted as first row)
Then switch "Select first" in your datagrid settings to yes. Then after the refresh it will select the first record and you achieved your desired functionality.
Is the New button a standard button? You should make an Action button with the caption New, and the put a microflow behind it, where you create the object. You can then select Refresh in client in the options of the create action. The the selection should change to this object.