Yep, like Yo-Yo Boy said, the border itself is a part of the card's image. I'll dig up some sprites to show you how sometimes the border isn't black.
Edit: Taken right from Pokemon Card GB2, Base Set Charmander
Notice how instead of black, a shade of green is used. This is helpful for when you want to squeeze in a certain colour but are running out of "slots".
Edit: Taken right from Pokemon Card GB2, Base Set Charmander
Notice how instead of black, a shade of green is used. This is helpful for when you want to squeeze in a certain colour but are running out of "slots".