Also effects 1.17.

Used the /worldborder set command. 

I set it to 20000 in the overworld, which when I teleported to X: 10000 Z: 10000 it was visible.

In the nether, I tried to do the same. I set it to 2500. I teleported to 1250 1250 and yet nothing. I went in survival. I can walk through the world border but I start taking damage, yet it isn't visible.