JQM lists certainly do not require a link-element. I just sounds like you want the same appearance as a link-element.
Just use CSS to alter the appearance as you wish. Forget the <a> tag unless you actually need a link. Mis-using an <a> tag in order to achieve a desired appearance is the wrong approach.
The JQM CSS is complex. In order to write an override, it will be helpful to use your desktop browser's built-in inspection and debug tools. Usually, you can try-out the CSS overrides right in the browser tools.
Frankly, I don't usually use JQM lists. They are slow. It is easy enough to write your own CSS to format a list as you wish. Especially if you can target only modern browsers and use flexbox CSS.