Invariably, it’s not Word that’s at fault here, but the PDF and how it displays. I recall this issue from many years ago, and searching Google (see the links below) shows that it’s been around since at least 2004! This only happens on some tables, not all, and only for some horizontal borders, not all.
In the past few days, I’ve had several calls or emails from work colleagues about some table border lines not displaying in a PDF created from a Word document.