Can you please give it a try using the latest DayPilot Pro version?
The vertical and horizontal grid lines are rendered at the same time as the grid cells and it's very unlikely they wouldn't get rendered (as the screenshot suggests that cell are rendered properly). You would see a console error in that case.
You can try inspecting the grid using element inspector from browser developer tools (Ctrl-Shift-C or Command-Option-C). The line elements are marked with "scheduler_default_matrix_vertical_line" and "scheduler_default_matrix_horizontal_line" classes. If they are rendered but not visible it might be a styling problem.