Well, replying to myself:

Looks like there is no control on this, at least with the Oxygen style. In kdebase/workspace/kstyles/oxygen/oxygenstyle.h I can find that the QDockWidget decorations are drawn using an event filter (eventFilterDockWidget), and I can't think of an easy way to tweak that. Qt docs and some web pages mention Proxy Styles, but this technique does only apply to built-in styles, and the Oxygen one, for example, is a plugin, so that won't work either.

I guess I'll abandon QDockwidgets and their nice features (dockable - obviously - but floatable at the same time, nice animations when they are moved with the mouse, etc.), and use a bunch of QSplitter's instead, to reproduce similar layouts...