Pro/E has some "intended functionality" that truncates secondary tolerances. This may seem suspicious at first when you look at a drawing and see different numbers from what you'd expect... let's investigate.
Example: a part is drawn with an imperial tolerance of +/-3 thousandths (0.003in). Here are the relative sizes of this tolerance when truncated & rounded:
Truncation keeps the tolerance closer to the nominal value, thus keeping within the tolerance specified by the primary tolerance.
If you rounded all secondary tolerances, some sizes could be inside the secondary tolerance, but outside the primary tolerance.
eg: a part made at 0.08mm above the nominal value would be accepted if inspected against a rounded tolerance. This would in actual fact be outside the 3 thousandths tolerance band.
Notes
1 - If you manufacture to a secondary tolerance, it will probably cost more to achieve the tighter tolerances. This should be considered when deciding on which to use as primary.
2 - Metric dims with 2 d.p. are finer than inches with 3 d.p. - eg: 0.01mm is less than 0.001"