Yes – that's how it should look.  They must have corrected the file in the more recent versions.

I'm not sure about versions 8.3.x – but with older (8.1.x) versions, the ig_WebGrid.xslt file is indeed malformed.  The following "comment" precedes the <?xml version="1.0"?> declaration and must be stripped off:

/*
* ig_WebGrid.xslt
* Version 8.1.20081.1000
* Copyright(c) 2001-2008 Infragistics, Inc. All Rights Reserved.
*/