The msgstyle field can be used to style the html in the message. As you can see from the examples, we generally use it to style the format of the results table (rows, header, etc.). The field takes CSS and is applied in a style tag.
You cannot add custom HTML to the body as the text that's used to customize the body is meant to be text and is applied before the results table.
I was able to use the SPL you posted and had it come successfully with a grey results header row and a border around the results table.