There were indeed some issues with the borders set through CSS on images, when using the deprecated DITA Map PDF - based on DITA and CSS (WYSIWYG) transformation from oXygen.
We tried to fix this issues and implemented a fix in our internal development stream, for the next major version of oXygen.
Meanwhile, is there a specific reason for which you want to use that specific transformation scenario?
Please note that it is deprecated and starting with the next version 21, it won't be available by default in the transformation scenarios list from oXygen (could be added though manually if the user insists on using it).
As long as you do not have any specific reason to use that scenario, I strongly recommend using the DITA Map PDF - based on HTML5 & CSS transformation scenario instead, as I tested and it seems this issue does not occurs for that transformation.
oXygen XML Editor and Author Support