it's a 1.0 product and shows
As much as I want to love Numbers, I forgot that it's a Version 1.0 Product still, and it shows. Double Borders is one of the many somewhat essential features missing in Numbers, and hopefully in a few months we'll see a free update to 1.1 with simple things added.
One suggestion is make sure to go to "Numbers -> Provide Feedback" and make sure Apple gets that suggestion. I'm going to fill that form out now every time a feature doesnt work or is needed.