If I am not mistaken the default data grid 2 that Mendix provides, does not offer the same selection capabilities as the normal data grid. That being said, there are some marketplace widgets/add-ons which allow you to extend the data grid 2 capabilities. Some are discussed in the following forum post.
However, if you only wish to use single select, you can launch a microflow/nanoflow on click of selection of one item within a data grid 2 by changing its on click action. This way you pass the selected object immediately to the microflow/nanoflow, and you do not have to click twice.
Let me know if this has solved your problem!