In Microsoft Outlook for Windows, borders will only ever display up to a maximum of 8 pixels wide. Even if you set a border to be much higher in your layout, it will revert down to a width of 8 pixels when rendered in Outlook for Windows.
This is caused by a limitation built into Microsoft Word. Outlook uses the same rendering engine as Word to handle the editing and display of layouts, and Word only allows borders to be a maximum of 6 points wide, which converts to 8 pixels.
Unfortunately it’s simply a strange limitation of the software, and you’ll see it when applying borders in Word too.