I will check into this. I am using 3.5.3 and did notice the gray border on a centered menu. I took a look in css.php and found
HTML Code:
div#menu1 {
border: dashed 1px #ccc;
}
I typically don't mess with the theme files but that was just some css so I took it out and the gray lines are no more. I will check if that if important for some other reason though.