I'm implementing a renderer in DirectX 12 and noticed a weird visual issue: when using pixel blending and MSAA enabled edges of back faces are seem to be anti-aliased weirdly and I can see inner edges as a 1-pixel size line.

It will probably be hard to see this in the following screenshot so I drew a red line (in Paint) near the edges. As you may see there is a dark-grey 1-pixel line that goes along the inner edges.

Here is better screenshot (zoomed in) of an inner edge of a red cube (screenshot from PIX):

PIX says that alpha is 0.5 (as expected) but the color is changing along the edge.

This weird effect happens only when MSAA is enabled with pixel blending, once I disable MSAA everything looks correct. Moreover if I switch to my integrated GPU Intel 630 there are no issues with transparency and MSAA. This only happens on my dedicated GPU NVIDIA 1060. I've tried updating the drivers just in case but it didn't helped.

Did anybody had such issue?

I have no clue what the issue is. I use MSAA in DX12 without problems, but I have to admit I haven't really analyzed the results that closely. If you haven't already done so, I would go on over to the DirectX 12 discord sever. It's very active and there are folks there who can likely better help you with this.