I know when I've eyeballed let's say 1000 rows in Excel it can take several minutes to do the visual scan, even if what I'm looking for stands out from everything else. You may only be searching through 100 records, but it's getting there that will take all the time. At "10000 records per inch" you will be constantly overshooting and undershooting, until you start getting close, at which time you will switch to "slow scrolling" to avoid overshooting the mark again.
But even if I take you at your word, it still seems to be a method much too vulnerable to human error. The "eyeball" approach has a remarkable ability to fail even with very small datasets and glaring errors (humans get tired or mark something valid just out of habit). Why not automate the search, i.e. simply query for the records that have gaps and display those? And then program it not to let you proceed until the gaps are filled in.
The automated way will work 100% of the time. The eyeball scanner, even if you are the best that ever was, will always have a higher percentage error rate.
I don't agree with SBerthold that the grid behaviour is a "bug". The grid designers had to make trade-offs between responsiveness of the grid with efficient use of resources. I think they wisely choose to only use up a limited number of resources at a time, as it would be a waste to load all records when 99% of them are not visible to the user at any time.
I think the reason it works the way you want in Access is because Access has to load all the records anyways. I.e. in order to apply the sort, it had to load all records, and therefore already has them available to put in the grid.