I don't use Excel. (On the rare occasions that I need a spreadsheet program I use OpenOffice Calc. It's just as good as Excel but free!).
However here's what Microsoft's own website says in relation to Excel 2016:
"If you want, you can change the color of the gridlines for a particular worksheet by clicking Gridline color under Display options for this worksheet (File tab, Options, Advanced category)".
I must admit since I discovered Open Office I have never looked back. I only use word, or their equivalent, as being retired I have no need of the poncy other programs, but, as Chico says, why pay for something when something else equally as good comes for free?