For me it's also more about consistency rather than aesthetics per se. It's just inviting trouble, because you have to replicate functionality that everyone is used to, and do it in such a way that you're consistent with current and future versions of Windows.
This case is a perfect example. If you have no window border, you don't have a drop shadow. If you try to create one, you apparently mess up ClearType in WPF. All problems that wouldn't even have occurred if you just stuck to the regular window chrome. Oh,
and I mentioned consistency with future versions: what if those use a different drop shadow or none at all; this app will look weird then. Does MetroTwit try to draw a drop shadow in XP, or the basic or classic theme, or other situations where windows
wouldn't normally have a drop shadow?
And what if I disabled the window shadows in the performance settings (maybe because my graphics card is too slow for them)? Does MetroTwit obey that setting?
These are all silly little things that will annoy your users and that you don't need to worry about if you just use a standard window border.
In case anyone was wondering, we fixed both custom chrome issues and ClearType in our latest release