This customization feature is available on the Customization page, which is available to users on the paid Boost plan. (All users still get the automatic styling for major grid lines; only the custom override requires a subscription.)
If the "Override Automatic Major Line Style" option on, then you may set a custom style to be used to major gridline in the cartesian and semi-log grids, and the number line tick marks.
if the override option is turned off, then the major lines will automatically be made moderately wider and darker than the ordinary grid line style. The automatic setting will work just fine in most situations, but this setting is here just in case you prefer something different.