I’m speaking specially about Windows 8/8.1. Obviously 11 and the new Fluent design language it brought don’t suffer the same issue.

Whatever the case, rounded corners on the titlebars and window chrome were common in XP/Vista/7 custom msstyles but were nowhere to be seen for 8/8.1 custom msstyles. It was one of the most frustrating aspects of that era of Windows for me.