Pavlina, I also found your answer to be unhelpful.
There is no reason why GridLines and Skins should not be able to work together. Telerik created these controls and the attributes that work with those controls and those attributes should work together and not against each other.
If your controls render obsolete HTML then it would be your responsibility to change the controls to render current HTML and/or CSS.
The code library suggestion you indicated requires the user to override the your own classes (such as .rgHeader and .rgRow) which could very well be accomplished by the GridLines="Both" attribute if your CSS styles respected that attribute setting!
Further, you indicate that users can easily override CSS styles that may define borders. Because of how Telerik takes advantage of the CSS specificity rules, it is actually quite difficult for users to override Telerik's CSS specificity!
For my company, the GridLines="Both" not working is not a major concern, but it is an annoyance that it seems your controls should handle.