I don't think it is a rule. I think it is just more aesthetically pleasing if you notice the lines of the quilt. But in truth, if it is plain border, it won't be noticed much as the focus of the quilt is usually in the middle somewhere.
It would only be quilts that have certain patterns or designs in the border that I think it really matters. Otherwise, I believe it is personal preference (even in the quilt books I think it says that).
But what we need to remember is that often "the books" (who we manage to consider our authority) were just written by people too. Often you find conflicting advice in books and of course the authors don't usually say, "THIS IS WHAT I BELIEVE". Instead they say, "This is the right way to do it."
They may set themselves up as the authority, but when we read a book we need to remember that it should be prefaced with "IMO" (in my opinion) unless it is actually a book of facts--or the Bible. (I know we aren't supposed to bring religion into our topics, but I couldn't help it). :)