Hello,
In the sample that you have linked below, what is actually done is onSelection grid event to be manually triggered row selection. Here in our documentation, you can read more information about that feature. Please notice that in this way we break the default Row Selection behavior, but if that is fine for you and your use case, you can use default style or override the applied style for the class 'igx-grid__tr--selected' , also keep in mind that  you should set encapsulation property to None like in the sample or to use ::ng-deep selector. Also I logged an issue in our library to give you style over the focused row by default and also to be able to set a custom style classes for the focused row.
If you have any additional question or need further assistance, do not hesitate to contact us.

@ Desislava Dincheva  thanks for your reply.

But below provided URL its working as expected. So can you please check and update here.

www.infragistics.com/.../grid.html

Hello,
Thank you for contacting Infragistics Support.
When the row is selected the 'igx-grid__tr--selected' class is applied over the row element. By simple click over a cell, only the cell is selected, it does not trigger row selection. Also the highlight is applied over the current active element. But currently is not possible to add custom style classes for row elements, depending on the fact if row is focused or not. So I will log an issue in our repository, to provide that option and will keep you posted over this matter.
If you need any further assistance, please contact us.