It seems a bug that the border of the mendixwindow is not "undercovered" by the iframe, only the content. To enlarge/replace the Iframe, I've added the following CSS code:
.dijitBackgroundIframe {
left: -5px;
top: -5px;
width: calc(100% + 10px);
height: calc(100% + 10px); }
Where 5px is the width of the border and 10px is width/height increment of the frame.
Maybe this bug can be solved within the Dojo/dijit implementation in mendix.