I’m using the BorderControl component:

import {__experimentalBorderControl as BorderControl} from '@wordpress/components';

<BorderControl
    colors={colors}
    label={__('Border', 'sage')}
    value={{
      color: style.border.color,
      style: style.border.style,
      width: style.border.width,
      radius: style.border.radius,
    }}
    withSlider={true}
    width="100px"
    onChange={(newBorder) => {
      setAttributes({
        style: {
          ...style,
          border: {
            color: newBorder.color,
            style: newBorder.style,
            width: newBorder.width,
            radius: newBorder.radius,
          },
        },
      });
    }}
  />

and it renders like this in the editor:

In the same WP installation the native image block uses the same component and looks fine:

What does my custom block component need to render the component properly? Do I need to load any Gutenberg-specific CSS?