See below, when I used the keyboard arrow keys to move 1 row down, the highlighted row is still the one above it:
Pretty simple!
Apply setSelected method after finding the row your mouse focused using onCellFocused event.
onCellFocused : function(params) {
params.api.getRowNode(params.rowIndex).setSelected(true);
}
Here's the working example: https://plnkr.co/edit/L7dGwgp3xYWunOFH