This looks like a List View. There is an option under ‘Appearance’ called ‘Style’.
In this dropdown is an option to remove all styling.

Is this a list view that contains the dropdowns? Each item in the list has borders and padding – not margin. 

Margin is on the outside of the element, padding is on the inside, so in this case it looks like margin if you look at it from the dropdown's point of view, but it's the padding on the list item in the list view.

In the custom sass you can remove the padding from the list view. 

.mx-listview {

 > ul {

   > li {

       padding: 0;

    }

  }

}

Hi,

To remove the styling lines, If you use this CSS code for data grid list. you may except your output, 

CSS code:

.mx-datagrid .mx-grid-content table tr td {

         border: none;

}