Set Grid Cell Error

I have a headerless detail form on which I am doing some validation on the grid

When the validation fails I would like to set the grid cell colour red and also set a grid cell error for the selected row(s). If there is more than one row in error each row should be highlighted.

I am checking each row by walking the grid using get max grid rows and a counter as follows:

My problem is that the grid cell error only sets for the first row in error and not the remaining.

Any ideas why the grid cell error is not set for every grid row?