It happens with strictly black borders but I disagree with people saying it’s only noticable at 100% brightness. It’s clearly visible at 40-50% brightness settings for me, and this was the case for all four.
I really really hate myself for getting FOUR replacements, but I think it’s more Apple’s problem, not mine. I think it may be worth posting on this forum since the more widespread it is, the more likely Apple will fix it. Maybe it’s worth it going through all these defects so other customers don’t have to experience it.