Hi,
You forgot about important fact, all components are displayed inside template styles, so if template have prepared/set padding or margin for component area, you cannot from component settings change that.
It's box in box theory. Is now all clear?
So now you would ask me: how to solve it?
Yes, it's still possible. But for your Cassiopea template you have to use custom CSS, for example
body.com_sppagebuilder.wrapper-fluid .site-grid {grid-gap: 0; }
body.com_sppagebuilder main {margin-top: 0 !important;}
How to use Custom CSS inside Cassiopea template? Read in Joomla.org documenation. It's not our product.