It's not something that they've done wrong though.  It's been a design decision made by the web site team in order to achieve the aim of distinguishing the image from the background, and possibly also because they think that an all white background can be hard on the eye.  If that's a factor, then a border instead of a grey background isn't going to cut it.  But they're not going to change it, although they could slightly reduce the intensity so that there is still a differential but not so pronounced, but I doubt if they'll even do that.