When I change the color for highlighted menu-entries for clearlook the window border is affected, too. This isn't the case with Ambiance or Radiance. Why? Is it a bug or intended?
No, it's not a bug. Some Metacity themes (like Clearlooks) use the colors set by the user, while other themes (like Ambiance and Radiance) hardcode the colors used. If you want to change the colors, you'll have to manually edit them.