Yep, this is a known limitation of FileMaker. If you care to add your request to the many that have already requested a change you may use the Feature Suggestion Form to do so.
You can get borders that do not come up short like this, but the result often looks a bit ugly. You can try it and see if you can make it work for you.
Use the line tool while in layout mode and carefully position and adjust it so that one pixel of it extends past the top of the body layout part and one pixel extends past the bottom of the body layout part. The boxes in the top of the Inspector's position tab can be very useful for making such fine adjustments.
This can look a bit ugly as the extra bits poking up and down into the other layout parts can look just plain wrong. You may be able to hide them with heavy Horizontal lines at the part boundary, but I find I prefer to do without the borders, using a little extra white space instead, rather than try to get the borders of sliding fields to look correct.
Thank you Phil!
For the moment I will have to do without, but it really isn't an elegant solution...
I have added my suggestion too...