In v2013.09 Canvas.Pen changed from TPen to TTeePen.
TTeePen has SmallDots and it seems when it's "true" the pen is drawn even having  psClear Style!
Look at the AfterDraw event in the example below.

Then, having Zoom.Pen.SmallDots to true and BevelOuter to bvNone, if you unzoom the chart, a border is drawn on the chart using the zoom pen.

var Chart1: TChart;

procedure TForm1.FormCreate(Sender: TObject);
begin
  Caption:=TeeMsg_Version;

  Chart1:=TChart.Create(Self);

  with Chart1 do
  begin
    Parent:=Self;
    Align:=alClient;

    Color:=clWhite;

    AddSeries(TLineSeries).FillSampleValues;
    Canvas:=TTeeCanvas3D.Create;

    Zoom.Pen.SmallDots:=true;
    Zoom.Pen.Color:=clRed;
    BevelOuter:=bvNone;

    OnAfterDraw:=Chart1AfterDraw;
  end;
end;

procedure TForm1.Chart1AfterDraw(Sender: TObject);
begin
  with Chart1.Canvas do
  begin
    Pen.Color:=clRed;
    Pen.Style:=psClear;
    Pen.SmallDots:=true;

    Line(0, 0, Chart1.Width, Chart1.Height);
  end;
end;