It seems that every page that I rendered as excel the downloaded file is by default without gridlines.
I can go to the excel properties and check the option 'Gridlines', the I'm able to see the gridlines, but I'm checking how it can be automatically set to checked.
See example:
<apex:page StandardController="Account" cache="true"
contentType="application/vnd.ms-excel#SalesForceExport.xls"
showHeader="false" sidebar="false" standardStylesheets="false">
<apex:pageBlock >
<apex:pageBlockSection columns="1">
<apex:pageBlockSectionItem >
<apex:outputLabel value="Account Name" />
<apex:outputText value="{!Account.Name}" />
</apex:pageBlockSectionItem>
</apex:pageBlockSection>
</apex:pageBlock>
</apex:page>