We currently have the following CSS applied to all blocks:

.editor-styles-wrapper [data-block] {
    margin-top: var(--global--spacing-vertical);
    margin-bottom: var(--global--spacing-vertical);
}

But for list items this isn't a good default. I don't think this generally is a good default to have either. Themes should define margins, not us. I remember discussing this with @jasmussen once upon a time.