When editing a Layout under Add widgets → DataSet there is an option for HTML, but it appears that this widget does not have the HTML, CSS (and JavaScript) properties.
Our intention is the DataSet Elements allow non-technical (and hopefully technical) users to design the output for a DataSet visually using the editor. Letting you drag on elements, customise them, etc. If you want to go beyond that and have complete control over how the DataSet is rendered, the option your looking for is to create a Module Template from the developer menu.
Doing so gives you complete control over how that DataSet is rendered.