I just got the trial of Illustrator CS5.5.1 and tried the following:
Set document to use pixels.
Draw a gradient filled rectangle.
Set 1px wide stroke on the outside.
Use the stylize effect rounded corners set to 2px.
Why did I get a gap?
Turn off "Align to pixel grid" in transform panel. And please read about this feature, a search via Google should keep you busy for quite a long time.
Is "Align to Pixel Grid" (Transform panel) turned on for the object?
I googled... and wow, what a disaster on Adobe's part.
So, it's completely and utterly broken then, yet have been in place since CS5 and not even fixed in CS5.5? Amazing.
It's not "broken". It just does what it's meant to do.
You only need to be aware of what it causes when applied improperly.
Are you saying that it's MEANT to not be able to align up a stroke to the outside of a path as an effect, but at the same time, the rouded corners effect is meant to do it?
Whichever way you choose to swing that, that's a behavioral inconsistency.
Of course not.
But since the function is intended for the output to screen you should maybe switch to pixel preview and see if it's still there...
Wow... that worked. But why produce the inconsistency in the first place?
The Align to Pixel Grid idea in AI is a callow draft. Only obedient AI advocates would praise it.