DataGrid Horizontal Grid Lines

DataGrid Horizontal Grid Lines

I'm using the documented example to display both vertical and horizontal grid lines (https://doc.xceed.com/xceed-datagrid-for-wpf/Adding%20vertical%20and%20horizontal%20grid%20lines.html).

The vertical lines work fine, but the horizontal lines are not visible in the grid itself. The only place I can see the horizontal lines are on the left-hand side in the row selection area. Has anyone else had the same problem or do you have a working example?

Thanks!