This is basically due to the menu's omission of "float:left" in its CSS to style the main menu headers. The advantage of this is that the menu can easily be aligned "center" or "right" as a result. The disadvantage however is that the area within each menu item no longer fills up the space entirely, resulting in the little gap you see.
If you don't need the menu to align "center" or "right", you can try tinkering with its CSS to throw in "float:left". Untested, but try adding the code in red to the existing CSS of the menu below:
Code:
.chromestyle ul li a{
float: left;
display: block;
color: #494949;
padding: 4px 7px;
margin: 0;
text-decoration: none;
border-right: 1px solid #DADADA;
}
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