Maybe Qlik can't just do circular areas?
No, honestly, I think this option is not available, from the HELP:
Plot Area The color used for the plot area of the chart. The color can be defined as a solid color or a gradient via the Color Area dialog that opens when clicking the button. The default color is light gray. This setting is unavailable for pie charts, block charts, funnel charts and radar charts.
In the Plot Area Border group you can assign Width and Color for the rectangle surrounding the plot area.
Hence my assumption that a border is not supported.