RESOLUTION #1:
The Editor has a Query Viewer panel. It shows all queries executed using F9. The most recent one will be the SQL that generated the results in the data grid. If the Query Viewer panel is not visible, it can be shown via rt-click menu, see the Desktop flyout.
RESOLUTION #2:
Click the 'Export Dataset' icon in the Data Grid toolbar or right click and select it from the menu. Then, when the Export Wizard appears, select the Dataset tab and you will see the SQL that was run to get the results in the data grid.