The values are always going to be rounded. There is only the issue of how many digits to the right of the decimal you want. So, if you want to force the precision to three, use code similar to below:
this.PrimaryChart.GetControlLimitData(SPCChartObjects.SPC_UPPER_CONTROL_LIMIT).LabelDecs = 3;
this.PrimaryChart.GetControlLimitData(SPCChartObjects.SPC_LOWER_CONTROL_LIMIT).LabelDecs = 3;