Current behavior:

Desired behavior:

Code like:

fig.update_traces(hoverbox_style={'caret':False})

Workaround

css to remove caret (if using dcc.Graph+dcc.Tooltip in dash)

.hover[class*="jsx-"]::before, .hover[class*="jsx-"]::after {
    border-color: transparent !important;
}

In plotly.js the shape is defined by using a path object, so we would need to modify its d value: https://developer.mozilla.org/en-US/docs/Web/SVG/Element/path