<Style TargetType="{x:Type DataGrid}">
    <Style.Resources>
        <Style x:Key="{ComponentResourceKey ResourceId=DataGridSelectAllButtonStyle, TypeInTargetAssembly={x:Type DataGrid}}"
               TargetType="{x:Type Button}">
            <Setter Property="Background" Value="Transparent"/>
            <Setter Property="BorderThickness" Value="0"/>
        </Style>
    </Style.Resources>
</Style>

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