I am not a user of SciDraw, but I believe this is due to the CapForm being set to None.
As a simple, poor man's solution, you can use
Figure[...] /. CapForm[__] :> CapForm["Square"]
This will change all cap forms of the objects in the graphics. This may be unwanted in some cases, for which you might need some additional tweaking, so that the change is applied only to axes.