I believe it is a mechanic to ensure that fractional amounts of STEEM are not lost into the market. If the system did not round, there would be a buildup of lost STEEM in the internal market. If you are trying to trigger an immediate order, you can set you price above what is required to trigger the order. That is generally the best practice when you are trying to enter a quickly moving market.

You generally have to choose one, fast trade or best rate.