How do I remove the tags from wp_list_categories?

by

The new separator attribute of wp_list_categories()

I think you are looking for the new separator attribute, that will be introduced here in WordPress 4.4 that’s just around the corner. I located the trac ticket here #9025.

Then you can use:

$args = [
    'style'     => 'none',
    'separator' => '', // <-- Removes the default one
];

wp_list_categories( $args );

where by default it’s 'seperator' => '<br />';

Example:

We get:

<a href="http://example.tld/category/red/" >Red</a>
<a href="http://example.tld/category/green/" >Green</a>
<a href="http://example.tld/category/blue/" >Blue</a>

instead of

<a href="http://example.tld/category/red/" >Red</a><br />
<a href="http://example.tld/category/green/" >Green</a><br />
<a href="http://example.tld/category/blue/" >Blue</a><br />