Edit to add: in fact, I’m noticing that their form fields are all totally inconsistent. So they don’t look like a real form, but I’m unable to customize them and fix that. Some have rounded corners, some are square, the line style/shadows are different… terrible.
Yes, the “Default > Forms” widgets are standard HTML widgets and for the most part not stylable in Axure RP8 --the styling is actually done via the browser and varies by OS platform and browser brand/version. RP9 added more styling options.
In RP8, you have to build your own droplists manually if you want to style them.
One thing you could try in RP8 is to convert your droplist widget to a dynamic panel, then move it within that panel up and to the left by a pixel, then decrease the height and width of the dynamic panel by 2px, thus masking out the border. Then create whatever border styling you need with a box widget and place that behind the “droplist panel”. …and then handle the panel and border sizing dynamically when the droplist is open.