1. Load the ControlDefault theme in Visual Style Builder
2. Edit the cell style and try to disable the cell border when RadGridView is not focused and the HideSelection property is set to true.
3. You cannot because the HotTracking property is not updated correctly for grid cells.

Workaround: 
void radGridView1_CellFormatting(object sender, CellFormattingEventArgs e)
{
    if (e.CellElement.IsCurrent && !e.CellElement.RowElement.HotTracking)
    {
        e.CellElement.DrawBorder = false;
        e.CellElement.DrawFill = false;
    }
    else
    {
        e.CellElement.ResetValue(LightVisualElement.DrawFillProperty, ValueResetFlags.Local);
        e.CellElement.ResetValue(LightVisualElement.DrawBorderProperty, ValueResetFlags.Local);
    }
}