Take a look at the two videos on managing sheet borders on this Community.
Sent from my Samsung Galaxy smartphone.
I guess there is a problem in the software. I clear the board symbol, see attachment but still I see the previous board symbol in first and next sheet. I also have tried an other option which is "change board symbol" for first and second sheet, I select the appropriate board symbol, click apply and ok but still in new schematic, the previous board symbol appears. I do not know why new board symbol does not apply even it is updated in the settings. The same problem exist even in new project at different location.
The sheet border you are using is an example, if you want to change it simply edit it in the symbol editor and add or remove whatever you need. Where did you find this sheet by the way as it is very old?
Sheet border settings are not only controlled by the part of the dialog you show here, also look under Settings - Schematic Editor - New Sheets and look at the settings Automatically add border to new sheets etc. This probably explains some of the behaviour that is confusing you.