Maybe check the class name that is applied to datagrid when you set style as lined and striped. Add one of the class name manually to the datagrid properties.
Or one solution that definitely works is to use custom CSS/SASS. There you can define custom styling for your data grid. For more details, you can search the documentation. Also mendix forum has many posts about how to add CSS and custom styling.
Just add both classes to the datagrid’s property ‘Style’: