In WPF DataGrid (SfDataGrid) having gird lines for each row and column. But we can remove the grid lines for default row by write style for BorderThickness of GridCell and remove the grid lines for caption row by write style for BorderThickness of GridCaptionSummaryCell and GridIndentCell.
<Style TargetType="syncfusion:GridCell">
<Setter Property="BorderThickness" Value="0"/>
</Style>
<Style TargetType="syncfusion:GridIndentCell">
<Setter Property="BorderThickness" Value="0"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type syncfusion:GridIndentCell}">
<!-- Add template content if needed in future -->
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
<Style TargetType="syncfusion:GridCaptionSummaryCell">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type syncfusion:GridCaptionSummaryCell}">
<Border x:Name="PART_GridCaptionSummaryCellBorder"
BorderThickness="0"
SnapsToDevicePixels="True">
<ContentPresenter Margin="{TemplateBinding Padding}"
HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
SnapsToDevicePixels="True" />
</Border>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
Take a moment to peruse the WPF DataGrid - Style and Templates documentation, where you can find about the styles with code examples.
Visual Studio 2015 and above versions