I do not use, nor can I see (in my research), that CPS Pro will add a narrow black border.
So TBMK you would need to use the Print module to 'Stroke' a Border, and create a new file by [Print to JPG], then send this new file to your canon printer.
Or, Open, or Export, the image to Photoshop and add a border (use an Action!).
Regards. My System: Lr-Classic 12.3 Photoshop 24.5, ACR 15.3.1, Lightroom 6.3.1, Lr-iOS 8.0.8, Bridge 13.0.3, Windows-11.