update: if I change the status bar background colour to mid-grey or darker, then the border will mimic that colour. Anything brighter than 128,128,128 (#808080) and the border will change to white!
Ah, I see what's happening. What I said above isn't always true. It will only use the pane border colors if the background color is dark, and uses the Windows visual style for them when they're light. (The visual style only works on light backgrounds.)
That's something we'll be changing in the future, so that turning on custom colors for the status bar turns off the visual style entirely.