Browser and browser version:
Google Chrome 78.0.3904.108
Safari Version 13.0.3
Firefox 70.0.1 (after changing font-family to "DejaVu Sans Mono", "Everson Mono", FreeMono, Menlo, Terminal, monospace, "Apple Symbols"... the default font looks totally ridiculous in Firefox)
OS version:
macOS Catalina 10.15.1
xterm.js version:
Git commit 70babeacb62fe05264d64324ca1f4436997efa1b, build with docker build ..
curl -L https://github.com/xtermjs/xterm.js/files/3876032/tidb.ascii.txt in the xterm.js terminal pane.
In my termimal, the block characters are smooshed together nicely and form a single field of pixels, while in xterm.js there is a small gap between each line.
See also #2409.
VS Code on Linux:

I think it depends on the font you're using so in a way it's as designed. #2409 would change this to override the font glyphs to be drawn manually, I'm not sure whether we want to do that or not.
Most helpful comment
See also #2409.