Use attached to reproduce.
- Open the form at design time, the border is correctly set to gray color.
- Start the application, the border changes to blue. 

Workaround:
radCollapsiblePanel1.ControlsContainer.PanelElement.Border.ForeColor = Color.FromArgb(171, 171, 171);

or
ThemeResolutionService.ApplicationThemeName = "Office2013Dark";