This problem has been even on the demo page.
I opened the page and performed the simple script to display cell borders through developer console:
'.k-grid-content tr td'
After this I can see column borders as you can see on the first screenshot.
Then I scale page with Ctrl and mouse wheel. The result you can see on the second screenshot. Note, that if I will scale the page back to normal size, column borders in the body will not get initial position, they will be shifted regarding to header column borders.
Is there a way to avoid this shifting on the scaling?