Doing the fix in the MessageBox instead on the scenario.

Terminal.Gui/Windows/MessageBox.cs

@@ -290,6 +290,12 @@ namespace Terminal.Gui {
 
 			if (useErrorColors) {
 				d.ColorScheme = Colors.Error;
+				border.BorderBrush = Colors.Error.Normal.Foreground;
+				border.Background = Colors.Error.Normal.Background;
+			} else {
+				d.ColorScheme = Colors.Dialog;
+				d.Border.BorderBrush = Colors.Dialog.Normal.Foreground;
+				d.Border.Background = Colors.Dialog.Normal.Background;
 			}
 
 			if (!ustring.IsNullOrEmpty (message)) {

UICatalog/Scenarios/MessageBoxes.cs

@@ -143,18 +143,6 @@ namespace UICatalog.Scenarios {
 				X = Pos.Right (label) + 1,
 				Y = Pos.Top (label),
 			};
-			styleRadioGroup.SelectedItemChanged += e => {
-				switch (e.SelectedItem) {
-				case 0:
-					border.BorderBrush = Colors.Dialog.Normal.Foreground;
-					border.Background = Colors.Dialog.Normal.Background;
-					break;
-				case 1:
-					border.BorderBrush = Colors.Error.Normal.Foreground;
-					border.Background = Colors.Error.Normal.Background;
-					break;
-				}
-			};
 			frame.Add (styleRadioGroup);
 
 			var ckbEffect3D = new CheckBox ("Effect3D", true) {