Yeah, kinda, and I don't know why build pieces don't align to that grid either. My guess, the devs didn't really consider the interaction between terrain and building that deeply despite that it's a major part of the game. Changing it now would probably break most peoples worlds so it's likely a no-go.

If I really don't like a slightly floating (but still blue) floor I might take horizontal beams and snap them to the edges, that should be enough to cover the gaps.