There is a rounded little grey box that appears around any text which has been linked to a footnote, comment, annotation etc. It is the same mid-grey tone on every theme and not customizable. I find it terribly distracting and would like to get rid of it entirely, so right now my workaround to hide it is to make the background color for both the Editor and the Comment the same grey. The border blends in that way, but naturally it is the perfect middle grey to make both black or white text low contrast and uncomfortable to look at in the Editor. So, if it’s possible to add that that border to the Appearance options to change its color, people could hide it and have a lot more flexibility for customizing the program if it’s not possible to remove it completely.
After a bit more fiddling, inline annotation borders can be hidden just through changing the text color, but not so for comment/footnote anchors. But a pretty good way of hiding the anchor border while keeping text that has been annotated distinct is to use Hide Markup and exclude links, and have the option to decorate the comment/footnote anchors as links on. That’s good enough for me since don’t really like the background highlight on the annotation anchors. but the option would still be nice for other people who might want to get rid of that border but still use a background highlight for keeping track of multiple comments etc.
Are you just looking to make the editor cleaner now and then for proofing and light editing purposes? If so, try the View ▸ Text Editing ▸ Hide Markup menu command. You can customise how much it hides in options, under Appearance: Textual Marks.
It’s probably a bit unsafe to leave it off forever, because you could likely end up accidentally spreading link and comment/footnote formatting around across whole paragraphs if you start typing in the middle of one, but put a shortcut on the command and toggle it as you need.