The problem you’ve got is that the rectangle is “overflowing” the rounded corners of your border.
A rectangle can’t have individually rounded corners, so if you just put the background colour on the border and remove the rectangle:
<Border BorderThickness="1" Grid.Row="0" Grid.ColumnSpan="2"
CornerRadius="50,50,0,0" BorderBrush="Black" Background="#FF5A9AE0">
</Border>
You’ll get your desired effect.