When I make the style dark in my client (which me like best), then in all the inner windows of the client their borders, light gray color, become visible.

In the screenshot, these borders are indicated by arrows:
[Linked Image from i.ibb.co]

Can I somehow remove this?

It is advisable to add to client options so that these border can be removed by setting "frame = 0" or "border size = 0"
Or so that can change the border color to your own color in a wide range of colors in RGB mode.