Although the option to make the query updateable was selected, the data grid is still read-only.
The query was not executed again.
If you have your Select statement in the editor already, right-click the Editor and go to SQL\Script Options and click on Updateable. Then RE-RUN your query again, now data in the Data Grid will be "updateable".
Tip: Updateable queries are slow to execute. Turn off the Updateable Query option unless you expect to update the data returned.