Don’t scale UI elements?

I’ve heard this said, read don’t scale, and some other stuff. Now I am curious why? I have two projects I am working on and one I scaled the UI as I am using some pixel art assets and the border if I don’t scale it doesn’t show.

The other does with it scaled. I know I am probably missing something obvious and it most likely has to do with different resolutions.

Feel free to educate me.