Grid overlay appears after adding border filter

Suspect there is an easy answer to this but I can't find it. I've just started to experiment with borders in PR2019. I add a border as a filter when I'm in Effects - everything looks as it should. Then I switch back to Browse, and a faint grid overlay appears on the image. Happens with a range of borders, but not all of them. What is really bizarre is that the grid doesn't show up when the image is exported as a JPG - tried so I could add it as an attachment to this post. Any suggestions appreciated.