Conditional Formatting

I am having trouble with conditional formatting, with the issue explored in other threads but no directly applicable solution currently available.

In Excel I create a blanket of conditional formatting to 'white-out' cells, including border. When I do this by clicking 'None' in Border Presets, followed by 'OK' 'OK' 'Apply', The cells are completely 'whited-out'. However, when I go to a different sheet and then return, the conditional formatting for the border stops working.

I can get round this issue by selecting a Border in Presets and making the colour white, but I don't understand why the option of having no border selected will work momentarily and then cease.

Any assistance in understanding this quaint excel feature would be appreciated.

Thanks.