You’ll need a method to determine the next record. The grid itself does not have options to select the next record.
So you are limited to what you can select from the database and can’t take the sorting of the grid into account.
When this is not an issue then on the close just trigger a microflow that retrieves the next record from the database, perform a close action and open page action with the next record.
If the sorting needs to be taken into account you’ll need to device a way in which you can access the sorting by setting up a search function and results grid manually.