Thanks for your proposition.
However, to add new border styles, I'll need to come up with an engine that will adapt the original border image to the thumbnail size. And for those borders to remain pretty, a single 512x512 image won't do, because automatic resizing to 96x96 won't result in anything pretty anymore, particularly with complex patterns as your classic style. I'd probably need several sizes done manually, with limited automatic resizing to handle intermediate sizes.
For now, Media Preview simply hacks into what Windows already proposes natively. But this is definitely an idea that will come up in the poll about the new features for next versions of Media Preview.