If you only want to set the border to the Row header you shouldn't use the border property of the Row detail.
The reason you wont see the changes on the bottom row header is because it overlaps with the top border of the row details.
A good way to work around it is as follows :
you can set the color and border width of all three sides(Top, Left, Right) of the row header and see the change in the preview. However, even after you change the color of the bottom border value you wont see the change until you start scrolling down. IN most cases the visibility is not good even oenter image description heren the printed version of the report.
solution : change the border width of the bottom border width property to be greater than the default or the detail top border width property.
caution : if you change the top border property of the detail columns it will repeat through out the details.
eg.
Row header border property :
Border color Black
Border width 1pt, , , , 2pt
Row detail border Property :
Border color LightGrey
Border width 1pt