Custom property values for BorderThickness and BorderBrush are replaced after button click.
To reproduce, use the following code, you'll see that a highlighted border appears after clicking the button.
Reason for declination:
The border that you see is the focused state of RadButton, which is a separate visual and its BorderThickness is not template-bound to the BorderThickness of the control intentionally. We believe that a control should have focus even if its default border is removed. In our latest themes we are trying to keep this behavior. In the Office2016 theme there is an exposed palette property, which you can use in code-behind if you want to remove the focus:
Office2016Palette.Palette.FocusThickness = new Thickness(0);