This is not normal behavior. The only time I see this kind of rounding is when the value is used in a different dialog. I do find this behavior troubling when this does happened, but it does not happen when you create a feature with implicit dimensions.
To minimize input rounding, I always model with precision to 4 places (inch). I know I have to change each dimension in a drawing, but this is a good time to determine if I want 2 or 3 decimal places.
Also remember that by default, limit dimensions cause the nominal value to change. I don't like this and I set this in my config.pro: maintain_limit_tol_nominal yes < intuitive huh!
I remember in early Creo 1.0 F000 this seemed to be more prominent. As I progressed into Creo 2.0, rounding was only prominent in the ribbon dialogs where you could put a formula in, say 3/16 (.1875) and it would round to .188 if decimal was set to 3. And it would stay that value.
If you can upload a short video of your experience, and upload the file, we can duplicate your experience. If indeed it changes from the session version to the saved version, PTC will need to answer for that.