Just found this post, and I have to agree! I remember seeing that border when I played Commander Keen as a kid! One time I changed the border color in a mod that I was working on, which had a slightly different palette. I wasn't able to see it, since I ran the mod using DosBox on Windows 7, and DosBox wouldn't display that border nor can Windows 7 run the game itself. I thought people that play Keen on the original hardware would appreciate that!
I wonder if anyone today knows that the border flashes dark red when you kill a Vorticon, or even that the border color cheat in Keens 4-6 actually had some effect?