I have the same too - my active ads have a blue border but my paused ads don't. Not sure about disapproved ads or not because I haven't got anything which isn't running at the moment...it's a good thing if it is an indicator of whether your ad has been approved or not.
Don't think it has to do with whether an ad is approved or not. I say this as the border is shown when I run an adgroups stats for yesterday when the adgroup had impressions but not today when the same adgroup did not have impressions and it was not disapproved or paused today. So it would seem to just be a visual indication of whether the ad got any impressions in an adgroup for a particular time period.
I agree with JKelly that it is just some type of visual indication of whether the ad had any impression or not. It has the blue border whenever the ad group has any impressions in a specific time period, but only when it is the only ad in the ad group and not when there are multiple ads.
I dont think the blue border indicates anything. It just seems like a seperator so that your stats and ad lines are seperated. I see a border even when an ad hasnt been approved yet. What is the 'paused' ads you talk about?