I'm a little fuzzy on the ~exact details, in varying situations, but I think typically if you specify "goptions noborder" before you create the individual graphs/grsegs, and then don't specify any color= when you create the greplay template, then there won't be any borders drawn around the areas in your final greplay graph.
Is it possible that when you created the original grsegs you had the "goptions border" turned on, and you're still re-using those grsegs?
If you were in the same sas session, and changed to "goptions noborder", and re-generated your graphs (without deleting the previous grsegs), then the new ones would automatically add an incremented number to the grsegs, and since your greplay was using the old grseg names it would still get the old ones with the border around them. (Just one possible scenario...)
If this doesn't fix the problem, could you perhaps create a small/simple example to post up (the complete code, generating the graph, and the greplay template, etc)?