I don't find a way to set border styles on columns in the block editor unless custom CSS is applied. Here is an example of a custom CSS code to add borders between columns:

.wp-block-column {
    border-width: 0 1px 0 0;
    border-right-style: solid;
    border-right-color: black;
    padding-right: 35px;
}

We could allow users to select border styles as a block option in the editor. Additionally, some different border styles could be selectable, like "dotted", or "dashed" for example.

Thanks for considering this as an improvement to the Columns Block.