For all I know this may mean something to S9 users - I've moved the thread to S9 for that reason - but it means nothing to me. Do you by any chance have Developer Options switched on?
If you are running Android version 9, you can't remove the frames (unless you change launchers and/or apply an icon pack.)
If you're still on Android 8, go to Settings, Display, Icon Frames. (You must still have Samsung Experience set as your launcher to change this setting.)