I think the difference we are seeing here is that transcluding entire notes is pretty clean, but when you transclude headings within a note, you get extra padding at the beginning of the transfusion (the end of the transfusion is cleaner.)
I don’t like the extra padding either, because I’d like transclusions to ‘fit’ into the rest of the note more seamlessly. The border is enough for me as an indicator, I would actually prefer the transclusion not be indented.
There is a theme that provides cleaner transclusions, but I like Minimal-