The gray line (that is always present (although it changes with the LineWidth parameter) indicates that the function increases or decreases without bound at that point.
There is no direct way to remove it, however you can get the XData and YData values from the fplot function and plot them separately:
figure
h=fplot(@(u) u.*exp(u),[-6,1],'r-','LineWidth',3);
figure
plot(h.XData, h.YData, '-r', 'LineWidth',2)
The gray dashed line is now gone from the second plot.
