[JKT]

The way OmniGraffle works is to add the stroke with the outer edge of the internal shape as the centre of the stroke, not with the edge of the internal shape as the inner - or external - edge of the stroke (you can see this for yourself if you magnify your view of a selected shape's edge and e.g. toggle through various dimensions for the stroke while looking at how it appears at the new sizes).

Alas, a consequence of this is that, if you wish to prevent the edge effect you are seeing when snapping shapes without a stroke to a shape with a stroke, you won't be able to do it very easily.

The solution is to add a stroke to the two outlying shapes in your figure but of the same colour as the fill, and of the same width as the stroke in the shape below.

HTH.