Guten Morgen Said,

Du hast eine Referenz auf das Workbook, aber keine auf ein Worksheet.

Versuch mal folgendes:

Sub LoopThroughFiles()
    Dim wbk As Workbook
    RootFolder = MacScript("return (path to desktop folder) as String")
  
    If Val(Application.Version) < 15 Then
        scriptstr = "(choose folder with prompt ""Select the folder""" & _
            " default location alias """ & RootFolder & """) as string"
    Else
        scriptstr = "return posix path of (choose folder with prompt ""Select the folder""" & _
            " default location alias """ & RootFolder & """) as string"
    End If
  
    folderPath = MacScript(scriptstr)
    On Error GoTo 0
  
MyFolder = folderPath
MyFile = Dir(MyFolder)
 
    Do While MyFile <> ""
    Set wbk = Workbooks.Open(Filename:=MyFolder & MyFile, Password:="change")
    Workbooks(MyFile).Activate
    Rows("1:1").Select
    Selection.RowHeight = 20
    Range("A1").Select
    Range(Selection, Selection.End(xlToRight)).Select
    Range(Selection, Selection.End(xlDown)).Select
    Selection.Borders(xlDiagonalDown).LineStyle = xlNone
    Selection.Borders(xlDiagonalUp).LineStyle = xlNone
    With Selection.Borders(xlEdgeLeft)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Borders(xlEdgeRight)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Borders(xlInsideVertical)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Borders(xlInsideHorizontal)
        .LineStyle = xlContinuous
        .ColorIndex = 0
        .TintAndShade = 0
        .Weight = xlThin
    End With
    With Selection.Interior
        .Pattern = xlNone
        .TintAndShade = 0
        .PatternTintAndShade = 0
    End With
    Range("A1").Select
    Range(Selection, Selection.End(xlToRight)).Select
    Selection.AutoFilter
    Range("A2").Select
    Range(Selection, Selection.End(xlDown)).Select
    Selection.Font.Bold = False
     
    wbk.Close savechanges:=True
        MyFile = Dir
    Loop
    Application.ScreenUpdating = True
End Sub

Sub modLoopThroughFiles()
    Dim wbk As Workbook
    Dim wks As Worksheet
    '
    RootFolder = MacScript("return (path to desktop folder) as String")
  
    If Val(Application.Version) < 15 Then
        scriptstr = "(choose folder with prompt ""Select the folder""" & _
            " default location alias """ & RootFolder & """) as string"
    Else
        scriptstr = "return posix path of (choose folder with prompt ""Select the folder""" & _
            " default location alias """ & RootFolder & """) as string"
    End If
  
    folderPath = MacScript(scriptstr)
    On Error GoTo 0
  
MyFolder = folderPath
MyFile = Dir(MyFolder)
 
    Do While MyFile <> ""
        Set wbk = Workbooks.Open(Filename:=MyFolder & MyFile, Password:="change")
        Set wks = wbk.Worksheets(1)
        With wks
        'Workbooks(MyFile).Activate
        .Rows("1:1").RowHeight = 20
        .Range("A1").Select
        .Range(Selection, Selection.End(xlToRight)).Select
        .Range(Selection, Selection.End(xlDown)).Select
        Selection.Borders(xlDiagonalDown).LineStyle = xlNone
        Selection.Borders(xlDiagonalUp).LineStyle = xlNone
        With Selection.Borders(xlEdgeLeft)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Borders(xlEdgeTop)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Borders(xlEdgeBottom)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Borders(xlEdgeRight)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Borders(xlInsideVertical)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Borders(xlInsideHorizontal)
            .LineStyle = xlContinuous
            .ColorIndex = 0
            .TintAndShade = 0
            .Weight = xlThin
        End With
        With Selection.Interior
            .Pattern = xlNone
            .TintAndShade = 0
            .PatternTintAndShade = 0
        End With
        .Range("A1").Select
        .Range(Selection, Selection.End(xlToRight)).Select
        Selection.AutoFilter
        .Range("A2").Select
        .Range(Selection, Selection.End(xlDown)).Select
        Selection.Font.Bold = False
        '
        wbk.Close savechanges:=True
        '
        Set wks = Nothing
        Set wkb = Nothing
        '
        MyFile = Dir
    Loop
    Application.ScreenUpdating = True
End Sub

By the way:

Selection, .Select, brauchst Du bei ~99% der Fälle nicht, da Du Deine Objekte kennst und mit Objektvarfiablen darauf zugreifen kannst.

Das ist ein anderes Thema; können wir aber gesondert nach der Lösung #1004 angehen; wenn Du magst. Ansonsten gibst genug Lektüre im Netz dazu.