Could you share the HTML for your email for context here? There might be something in the <head> that's removing/hiding borders in your email template and/or some inline styles (or lack thereof) that could be causing this issue. As far as I've seen there's not a limitation on using borders that has anything to do Marketo - generally speaking the HTML/CSS part of the Marketo editor is "open" so you shouldn't run into many issue where you can't use "element X" that you could otherwise use on any other platform or custom code.
You might run a "find" command when looking at your email code for "border" and seeing if you can find anything that's setting the border to "none" or "0" anywhere in the code to help identify the issue as well.