A panel control should have a surrounding outline, with a text label, to separate the controls on top of the panel from other controls or panels.At least as option.Instead of an outline a 3D bevel around the panel control would also be thinkable.
The Panel control on the device does not have a BorderStyle so you would have to synthesise a border by either putting a smaller panel on a larger panel of a different colour, or by drawing a border on the form.
The desktop Panel object has a choice of two borders, or none. The Door library can easily change the BorderStyle.