This probably affects other objects as well, but I’m specifically using the Shape object.
The “Color” panel in the object inspector has options for Background and Border colours, and then an Opacity control.
However, this opacity control only seems to affect the “Background” colour of the object, and NOT the “Border” colour. Since you cannot set the shape to have NO border, usually the border will stand out because it is not at the same opacity as the background colour.
I can work around it somewhat with a similar colour to the background, but it’s still noticeable.