There are three dropdowns here for Standard Screen, Full Screen with Menus, and Full Screen. Set the border to None on all of them. Drop Shadows around your window just add unnecessary visual clutter and probably a small performance dip, too. We don’t need any of that noise.
Turn off Drop Shadows on Tabs and windows
. Standard Screen Mode -> Border -> None
. Full Screen with Menus -> Border -> None
. Full Screen -> Border -> None
. Artboard -> Border -> Line