Short answer: It's probably because of the way the frame images are built.
The per pixel frames of skins typically have a shadow area built into the frames around the outsides. Sometimes the "shadow" is so transparent that it's hard to see. As a quick test there is a setting in WB's main "Settings" tab that will force WB to use UIS2 frames instead of Per Pixel, it's the 3rd setting down "Do not use per pixel frames even if the style supplies them." The UIS2 frames normally do not have any transparent outside area built into them.