Hi,
Thank you for your interest in Syncfusion products.
If you want hide the border for the selected cells, then please try using Borders property in GridStyleInfo to achieve this behavior. I have attached the modified sample that illustrates this better.
Refer the sample from below link:
http://files.syncfusion.com/support/samples/Grid.Windows/7.3.0.20/Forums/GridBorder.zipPlease let me know if you have any queries.
Regards,
Lingaraj S.