ICU doesn't support rounding, in fact they explicitly state rounding is not performed. From the javadoc:

FieldPosition selector for 'S' field alignment, corresponding to the Calendar.MILLISECOND field. Note: Time formats that use 'S' can display a maximum of three significant digits for fractional seconds, corresponding to millisecond resolution and a fractional seconds sub-pattern of SSS. If the sub-pattern is S or SS, the fractional seconds value will be truncated (not rounded) to the number of display places specified. If the fractional seconds sub-pattern is longer than SSS, the additional display places will be filled with zeros.

Are we reading the DFDL spec right? In regards to fractional seconds, it says:

Round up rounding must occur when converting between external and internal
representations.

Does this mean that a time of 01:02:03.0019 should be represented as 01:02:03.002 in the infoset rather than 01:02:03.001? I don't think ICU supports that, and I thought DFDL attempted to fit as closely with ICU as possible, so this seems an odd change from ICU.