"Les calculus de..." in the output PDF has no border because in the original document it uses border around Text, not around the Paragraph. Aspose.Pdf does not support borders around arbitrary runs of text. Only borders around paragraphs are supported.
The other paragraphs appear like each has its own border. This happens because MS Word does special processing for "conforming" paragraphs and "joins" borders surrounding conforming paragraphs. Aspose.Word + Aspose.Pdf do not do this yet. If you want to encircle several paragraphs with a single border, the best workaround is to place them into a single table cell and apply the border to the cell.
By the way, in the next version of Aspose.Word we about to release, border handling is improved. Dashed and dotted line styles are supported.