Dear Support
In the meanwhile after a long process, I have found the rootcase. I have a global style for the "Border" element. As soon I deleted this style, the headers do appear. Here was the code I deleted in App.xaml:
<Style TargetType="Border">
<Setter Property="Background" Value="GhostWhite" />
<Setter Property="BorderThickness" Value="1" />
<Setter Property="BorderBrush" Value="Gainsboro" />
</Style>
I guess the control inherits a sub control from border and does not overwrite this property. May be it is something you should take in your issue tracker.
br
Patrick Rainer