Hi I recently saw this feature in KDE/Kwin 5. It would be very nice if we could force Xfwm to draw a border around all windows. It would give Xfce a much more consistent Desktop experience if all windows would look the same.
No, CSD (ie client seide decorations) windows are not decorated by the window manager, it's on purpose.
The Window manager obeys whatever the apps dictate here (otherwise it's a bug in the WM).