GDI+ PenAlignmentInset seems to be different than GDI PS_INSIDEFRAME

Question

I've encountered a strange issue when trying to draw rectangles with GDI+, but I'm not sure if I'm doing something wrong.

The GDI+ pen alignment setting, PenAlignmentInset, seems to not work properly when the pen width is 1.

I've created a minimally reproducible demo below in order to illustrate the point. First, a red GDI rectangle is drawn using PS_INSIDEFRAME, and then a blue GDI+ rectangle is drawn right over it using PenAlignmentInset. When the pen widths are 4 and 2, for example, the GDI+ rectangle completely covers the red GDI rectangle, as you’d expect. Their alignment corresponds. But when the pen width is 1, the GDI+ rectangle’s border placement is incorrect, I believe, and part of the red GDI rectangle is thus visible.

#include <windows.h>
#include <gdiplus.h>
#pragma comment (lib,"Gdiplus.lib")

LRESULT CALLBACK WindowProc(HWND hwnd, UINT uMsg, WPARAM wParam, LPARAM lParam);

int WINAPI wWinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, PWSTR pCmdLine, int nCmdShow)
{
    Gdiplus::GdiplusStartupInput gdiplusStartupInput;
    ULONG_PTR gdiplusToken;
    GdiplusStartup(&gdiplusToken, &gdiplusStartupInput, NULL);

    const wchar_t CLASS_NAME[] = L"MyClass";

    WNDCLASS wc = { };

    wc.lpfnWndProc = WindowProc;
    wc.hInstance = hInstance;
    wc.lpszClassName = CLASS_NAME;

    RegisterClass(&wc);

    // Create the window.

    HWND hwnd = CreateWindowEx(
        0,                              // Optional window styles.
        CLASS_NAME,                     // Window class
        L"GDI+ bug demo",               // Window text
        WS_OVERLAPPEDWINDOW,            // Window style

        // Size and position
        CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT, CW_USEDEFAULT,

        NULL,       // Parent window    
        NULL,       // Menu
        hInstance,  // Instance handle
        NULL        // Additional application data
    );

    if (hwnd == NULL)
    {
        return 0;
    }

    ShowWindow(hwnd, nCmdShow);

    // Run the message loop.

    MSG msg = { };
    while (GetMessage(&msg, NULL, 0, 0))
    {
        TranslateMessage(&msg);
        DispatchMessage(&msg);
    }

    Gdiplus::GdiplusShutdown(gdiplusToken);

    return 0;
}

LRESULT CALLBACK WindowProc(HWND hwnd, UINT uMsg, WPARAM wParam, LPARAM lParam)
{
    switch (uMsg)
    {
    case WM_DESTROY:
        PostQuitMessage(0);
        return 0;

    case WM_PAINT:
    {
        PAINTSTRUCT ps;
        HDC hdc = BeginPaint(hwnd, &ps);

        FillRect(hdc, &ps.rcPaint, (HBRUSH)(COLOR_WINDOW + 1));

        // Demonstrating a width of 4 units
        {
            HPEN hpen = CreatePen(PS_INSIDEFRAME, 4, RGB(255, 0, 0));
            HGDIOBJ hgdiobjOldPen = SelectObject(hdc, hpen);
            Rectangle(hdc, 50, 50, 150, 150);

            SelectObject(hdc, hgdiobjOldPen);
            DeleteObject(hpen);

            Gdiplus::Graphics gfx(hdc);
            Gdiplus::Pen pen(Gdiplus::Color(0, 0, 255), 4);
            pen.SetAlignment(Gdiplus::PenAlignmentInset);
            gfx.DrawRectangle(&pen, 50, 50, 100, 100);
        }

        // Demonstrating a width of 2 units

        {
            HPEN hpen = CreatePen(PS_INSIDEFRAME, 2, RGB(255, 0, 0));
            HGDIOBJ hgdiobjOldPen = SelectObject(hdc, hpen);
            Rectangle(hdc, 200, 50, 300, 150);

            SelectObject(hdc, hgdiobjOldPen);
            DeleteObject(hpen);

            Gdiplus::Graphics gfx(hdc);
            Gdiplus::Pen pen(Gdiplus::Color(0, 0, 255), 2);
            pen.SetAlignment(Gdiplus::PenAlignmentInset);
            gfx.DrawRectangle(&pen, 200, 50, 100, 100);
        }

        // Demonstrating a width of 1 unit - PROBLEM !!!!
        {
            HPEN hpen = CreatePen(PS_INSIDEFRAME, 1, RGB(255, 0, 0));
            HGDIOBJ hgdiobjOldPen = SelectObject(hdc, hpen);
            Rectangle(hdc, 350, 50, 450, 150);

            SelectObject(hdc, hgdiobjOldPen);
            DeleteObject(hpen);

            Gdiplus::Graphics gfx(hdc);
            Gdiplus::Pen pen(Gdiplus::Color(0, 0, 255), 1);
            pen.SetAlignment(Gdiplus::PenAlignmentInset);
            gfx.DrawRectangle(&pen, 350, 50, 100, 100);
        }

        EndPaint(hwnd, &ps);
    }
    return 0;

    }
    return DefWindowProc(hwnd, uMsg, wParam, lParam);
}

Does anyone know why that might be happening? Thank you for any input.