The borders are black on the PAL NES, too.
There are 15 border pixels left, 11 right, none above, two below, making for a total "underscanned" resolution of 282x242. TV cards usually capture 480 lines instead of 484/486 (486 for interlaced pictures only), so they crop (486-480)/486 = 1.2% of the picture on all sides.
Emulating the border is interesting for games that change the border color mid-frame, like Micro Machines.
Those bands are usually only visible with a video capture or studio monitor that supports overscan.
Actually, my very non-studio TV shows about 6 pixels or so of the left border at least, and I assume many other TVs do as well. Just one more reason to emulate it, too.