Maybe I'm wrong, but it's impossible to do this. Because modules "Recently Added Articles" and some others are consist of table.

But module Sample Data contains a list of items "Blog sample data" and "Multilingual sample data".

First group of modules contains these tags: thead, tbody, td, tr and others.
Sample Data contains tags: div class and li class.

CSS for tags div class and li class contains specific border width for it. Screenshot is attached below (CSS are displayed in right corner).

If I change parameter "1px" to "0px" in that CSS - screenshot is attached below:

As you can see, borders are hidden completely.

I don't know, is it possible to modify CSS, when only one border are visible - between "Blog Sample Data" and "Multilingual Sample Data". Because if I change other parameters in that CSS - it will be visible all borders. Screenshot is attached below.

Maybe Joomla devs and maintainers are possible to answer to this question.

That could help
.list-group-item:nth-last-child(3) { border-bottom: none; }

Thanks for the report. Please test PR #33106.