Problem with an outer white border appearing when I export an image to the Web

I'm trying to export an image from Illustrator to the Web after blurring the edges. So that the color of the perimeter background of the resulting image matches that of the Web page, I place the image within a rectangle of that color.

To blur the edges of the image I use the "Feather..." tool.

Everything works correctly and I export it (image and outer rectangle) to use it for the Web (Export - Save for Web). The problem is that the generated image has a whitish border around the rectangle that stands out against my Web Page background. In this way the image does not seem integrated into the Web Page as was my intention.

I don't know why that white border appears, I haven't placed it.

Any idea why the witish border appears or how to remove it?

Thanks