Run the sample application:

import javafx.application.Application;
import javafx.event.ActionEvent;
import javafx.scene.Scene;
import javafx.scene.control.Alert;
import javafx.scene.control.Button;
import javafx.scene.layout.StackPane;
import javafx.stage.Stage;

public class IncorrectBorderBug extends Application {
    
    @Override
    public void start(Stage primaryStage) {
        Button btn = new Button();
        btn.setText("Show Alert !!");
        btn.setOnAction((ActionEvent event) -> {
            Alert alert = new Alert(Alert.AlertType.ERROR);
            alert.setContentText("Content");
            alert.initOwner(primaryStage);
            alert.getDialogPane().setStyle("-fx-border-color: black; -fx-border-width: 5; -fx-border-radius: 10;");
            alert.show();
        });
        
        StackPane root = new StackPane();
        root.getChildren().add(btn);
        
        Scene scene = new Scene(root, 300, 250);
        
        primaryStage.setTitle("Hello Alert!");
        primaryStage.setScene(scene);
        primaryStage.show();
    }

    public static void main(String[] args) {
        launch(args);
    }
    
}

Click on button. An alert with incorrect border will be displayed.