By default, border strokes in Adobe XD are connected to the shape they’re applied on. When using a standard border in Adobe XD, the border width will remain persistent as the object is resized up and down. If working with elements like iconography, or another element where the border should scale with the object, convert the border to an Outline Stroke.
Do this by selecting the object, and navigating to the Object menu, and selecting Outline stroke under the Path controls. This will now separate the border from the object as an independent path. Group these two elements together so they’ll move as one.