Most people are only used to seeing two decimal places, so many front-ends such as Steemworld (and Steemit.com) have opted for the norm to not confuse people. As you mentioned, the internal Steemit system itself honors three digits of precision.
The currency STEEM itself (native to the actual blockchain) allows 8 digits of precision as is the convention established by Bitcoin. You should be able to specify 8 digits of precision for STEEM on most exchanges. [By the way, if the value of STEEM massively increases, I would expect more digits of precision to be in popular use.]
Actually you can see more then two decimal places on https://steemworld.org/. By going to Settings->View->Decimal Places you can adjust the amount of decimal places you would like to see. Standard setting is 2 but I have it on 3 for example. There you can see, that you will be actually getting 0.002SBD and 0.002STEEM for this question.
See the picture for the setting.
Hope this helped!