When you create custom formats for bars, either by using Format Bar or Format Bar Styles, the border of the bar may not render in the preview, nor does it show up in the final print out.
This problem will occur if you select a bar shape that is not equal to the full height available for the bar. Basically, if you select any shape other than the first one in the Shape dropdown, you'll see this behavior, but it's more obvious if you select a pattern other than the solid fill.
Here's a screen shot of the options I selected in the Format Bar dialog box. These settings will cause the problem to manifest:
Note that the Shape setting is smaller than the full bar height. Although the border fails to print regardless of the pattern chosen, I selected a non-solid pattern as a better demonstration of the behavior. Here's the Print Preview where the bar styles for tasks 1 and 2 are set to a size smaller than full bar height. The bar for task 1 has a solid pattern while the bar for task 2 uses the Pattern setting in the image above.
You can see how, with the non-solid pattern and no borders, the second bar practically disappears across the non-working time. This issue appears to be a problem with the rendering of the 3-D bar styles. You will see this behavior regardless of the printer or printer driver you use.
The MS Project product team knows about this one, and at this point, the best way to work around it is to disable to 3-D bar styles. To do this, go to Tools and then Options. On the View tab, uncheck the option Bars and shapes in Gantt views in 3-D as shown below.
Now if you look at the print preview again, the borders are rendered, but the bars will have the flat appearance from legacy versions of Microsoft Project.
If another solution to this issue becomes available, I'll update this post. In the meantime, the workaround should help in most situations.