Well, not so much as bug, more of a special feature!
Seems like all my test cases I use an EA setting (in the EA / Start / View / Preferences window, the Diagram / Diagram Frames / On clipboard images = un-ticked.
This means, I NEVER get the frame.

But, when I check that EA option, I also get a missing right-hand side of the frame.

If I copy the diagram directly into a Word document, then the border is complete. But If I take the eaDocX version of the diagram image, and paste it somewhere else, then the right border is still missing. This suggests that it got missed-out when eaDocX got the image from EA.
All of which is a long way of saying that, IMHO, this is an EA bug, but I wouldn’t bet the farm on that….