Hi Daniel and thanks for your fast response! 
I just realised that the issue occurs only with files that I have imported to Dorico from MusicXML files (exported from Sibelius). If the musicxml file generated in Sibelius has rehearsal marks they seem to appear with no enclosure after the import to Dorico. For completely new files in Dorico the rehearsal marks do have the rectangular enclosure just like you said.
Attached you can find an example file with a rehearsal mark after the two first bars. This was imported from a musicxml file.
Thanks!
test imported musicxml from sibelius.dorico.zip (467 KB)