Two options I have found that work for removing majorGridlines:
I.
chart_name.y_axis.majorGridlines = None
II.
from openpyxl.chart.axis import ChartLines
from openpyxl.chart.shapes import GraphicalProperties
from openpyxl.drawing.line import LineProperties
chart_name.y_axis.majorGridlines = ChartLines(GraphicalProperties(ln=LineProperties(noFill=True)))
The second option allows you to really fine tune your properties in the chart. There are a ton of options you can set by following the breadcrumbs. But this requires you to really dig into the documents.
https://openpyxl.readthedocs.io/en/stable/_modules/openpyxl/chart/axis.html#ChartLines
https://openpyxl.readthedocs.io/en/stable/_modules/openpyxl/chart/shapes.html#GraphicalProperties
https://openpyxl.readthedocs.io/en/stable/_modules/openpyxl/drawing/line.html#LineProperties