Mazzy, please use output style as list and turn off plugin CSS. This will remove inline styles completely. Usually widgets use inline CSS as this guarantees, they will work properly on different websites.
bluebird2, inline CSS overwrites any other CSS options, like in theme or other plugins. So it guarantees, that plugin will work properly in different themes, etc out of the box. If you want to customize CSS, you can turn off inline CSS in plugin options and customize them as you like in your stylesheet. In addition, any other stylesheets increase amount of http requests to your webserver.