Vertical lines are not necessarily a bad idea, if used judiciously, but if you want them to intersect the horizontal lines, you have to neutralise the padding that booktabs adds around rules, and replace it with ‘cell gapes’ defined by makecell. This is done in the first code below.
However, I also propose another code, with a thick vertical grey rule between columns; which looks nicer from my point of view.
\documentclass[a4paper, tableportuguese]{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{babel}
\usepackage[svgnames, table]{xcolor}
\usepackage{array, cellspace, makecell, caption, booktabs}
\setlength{\cellspacetoplimit}{6pt}
\setlength{\cellspacebottomlimit}{6pt}
\usepackage{float}
\usepackage{siunitx}
\begin{document}
\begin{table} [H] \footnotesize
\sisetup{output-decimal-marker={,}, table-number-alignment=center}
\captionsetup{skip=4pt}
\aboverulesep=0pt
\belowrulesep=0pt
\setcellgapes{0.5ex}\makegapedcells
\renewcommand{\cellalign}{tc}
\centering
\caption{Massas e percentuais das frações separadas.}
\label{peneiramento}
%\begin{threeparttable}[b]
\begin{tabular}{S[input-symbols = {>}, table-format=>2.3]
S[table-format=4]
S[table-format=2.1]!{\vrule width 0.08em}
S[table-format=2]
S[table-format=2.2,separate-uncertainty=true,table-figures-uncertainty=1]
S[table-format=1.3,separate-uncertainty=true,table-figures-uncertainty=1]}
\toprule
\multicolumn{3}{c!{\vrule width 0.08em}}{\makecell {Peneiramento}} & \multicolumn{3}{c}{\makecell {Elutriação}} \\
\midrule
{\makecell{Abertura \\ da peneira \\(\si{\um})}}& {\makecell{Fração \\ mássica \\ (g)}} & {\makecell[tc]{\% \\ massa }} & {\makecell{Velocidade \\ separação \\ (\si{\m\per\s})}} & {\makecell {Fração \\ mássica \\ (g)}} & {\makecell { \% \\ massa }}
\\
\midrule
4000 & 26,72 & 34 \\
2830 & 8,79 & 11 \\
1900 & 8,88 & 11 \\
595 & 18,19 & 23 \\
297 & 9,74 & 13 \\
149 & 3,96 & 5 \\
{Pan} & 1,24 & 2 \\
\bottomrule
\end{tabular}
\end{table}
\vskip1cm
\begin{table} [H] \footnotesize
\sisetup{output-decimal-marker={,}, table-number-alignment=center}
\captionsetup{skip=4pt}
\aboverulesep=-1pt
\belowrulesep=0pt
\cmidrulewidth=0.05em
\setcellgapes{0.5ex}\makegapedcells
\renewcommand{\cellalign}{tc}
\centering
\caption{Massas e percentuais das frações separadas.}
\label{peneiramento}
%\begin{threeparttable}[b]
\begin{tabular}{S[input-symbols = {>}, table-format=>2.3]
S[table-format=4]
S[table-format=2.1]!{\color{Gainsboro}\vrule width 0.5em}
S[table-format=2]
S[table-format=2.2,separate-uncertainty=true,table-figures-uncertainty=1]
S[table-format=1.3,separate-uncertainty=true,table-figures-uncertainty=1]}
\toprule
\addlinespace[0.5ex]
\multicolumn{3}{c!{\color{Gainsboro}\vrule width 0.5em}}{\makecell {Peneiramento}} & \multicolumn{3}{c}{\makecell {Elutriação}} \\
\cmidrule(lr{1em}){1-3}\cmidrule(l{0.5em}r){4-6}
{\makecell{Abertura \\ da peneira \\(\si{\um})}}& {\makecell{Fração \\ mássica \\ (g)}} & {\makecell[tc]{\% \\ massa }} & {\makecell{Velocidade \\ separação \\ (\si{\m\per\s})}} & {\makecell {Fração \\ mássica \\ (g)}} & {\makecell { \% \\ massa }}
\\
\cmidrule(lr{1em}){1-3}\cmidrule(l{0.5em}r){4-6}
4000 & 26,72 & 34 \\
2830 & 8,79 & 11 \\
1900 & 8,88 & 11 \\
595 & 18,19 & 23 \\
297 & 9,74 & 13 \\
149 & 3,96 & 5 \\
{Pan} & 1,24 & 2 \\
\addlinespace[0.8ex]
\bottomrule
\end{tabular}
\end{table}
\end{document}
booktabspackage (\toprule,\midrule,\bottomrule, etc.) cut the vertical line by design. Thebooktabspackage explicitly says that you should never use vertical rules in tables. If you want them, though, then you need to use other rule commands, like\hline.booktabs, you should also read the documentation. It suggests "Never, ever use vertical rules" (section 2 The layout of formal tables).