I believe that blue line is a consequence of a setting related to whether you choose to display messages in groups. Most people seem to like groups. I find that organizing messages into groups complicates navigation when I interact with messages using only the keyboard (e.g., Up and Down arrow keys; Shift + Up, Shift + Down; etc.) But to each their own. Here's how to change the setting:


View > View Settings > Group By...


Uncheck "Automatically group according to arrangement"