In your screen shot of Table Properties you set the cell border width to 0. In the HTML the cell border is set to 0. To see this, right click and choose Save HTML... Look at the file and you will see style="border-width : 0px;" for each cell. However, in the explorer the cell border is visible and is 1px wide. That is how the HTML engine used by the explorer displays this CSS style. The same HTML displayed in a browser will not show the cell borders.
The HTML engine used by the browser has a limited set of CSS formats it can render. This more a limitation of the HTML engine than a bug. Either way, you are getting the display you want so all is good, right?
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