For list-view controls, extended styles are explicitly set by sending the LVM_SETEXTENDEDLISTVIEWSTYLE
message to the control window. This is stated in the documentation:
Use the LVM_SETEXTENDEDLISTVIEWSTYLE message or one of the ListView_SetExtendedListViewStyle or ListView_SetExtendedListViewStyleEx macros to employ these extended list-view control styles.
For example:
SendMessageW( hWnd,
LVM_SETEXTENDEDLISTVIEWSTYLE,
LVS_EX_FULLROWSELECT | LVS_EX_GRIDLINES,
LVS_EX_FULLROWSELECT | LVS_EX_GRIDLINES);
Extended styles apply only after sending this message.