@MarsGeog
You found a bug and there is workaround.
When you in editing mode of chart (gray border with small black squares) and you do "Format Chart Area → Borders → Line properties → Style: Continuous → Color: Black → Width: 0.02 or whatever " you will not get a border. I tested it on LibO 4.2.4.2 on XP.
Please report this as a bug at; https://www.libreoffice.org/get-help/bug/
and thereafter add the bug number here so others can add comments.
Workaround
Leave the editing mode of the chart and click it only once (green squares around)
Right click on the chart > Line > select anything but not “none” and you have a border.