SelectedIndexChanged fires when the selected row in the DataGridView
changes.  It may fire for reasons other than a button push, and a
button push may not cause the selected row to change.

You want to detect clicks on the buttons, not row changes.  From the
MSDN documentation for DataGridViewColumnButton:

To respond to user button clicks, handle the
DataGridView..::.CellClick or DataGridView..::.CellContentClick event.
In the event handler, you can use the
DataGridViewCellEventArgs..::.ColumnIndex property to determine
whether the click occurred in the button column. You can use the
DataGridViewCellEventArgs..::.RowIndex property to determine whether
the click occurred in a button cell and not on the column header.