I quickly tried the same thing on my Pega 7.1.7 and the activity isn't called. Can we have more information concerning the configuration with few screen prints ? Do you actually have one Radio button on each grid line ? So you can only select one line right ?
I'm just thinking about a work around. You can add an Action on the grid itself, if the user clicks the line, you refresh and call your activity. Then on your activity, you can just check the value of the Radio Button, if the user was clicking the line to select the Radio Button, just continue with your normal activity work. But if the user was clicking the line for anything else or by mistake just do nothing.