I suspect this is a display side effect of GPU Tessellation.
If you go into Options > View > OpenGL, uncheck the GPU Tessellation option then OK the dialog, the points will move to their correct position.
However, the Rhino display will probably slow down.
The developer is working on trying to fine tune this so you don’t get the confusing display, but it is just that; a confusing display. It is not a lack of modeling accuracy.
How far in are you zoomed? For example, if you put your cursor on the end of the line in your sample case and note the x-coord, then move it to the control point how much does the x-coord change? I ask because I’ve noted (and frequently use) the fact that it is possible to zoom in so far that moving the cursor 1/4" or so on the screen doesn’t change the coord at all out to .001" coord display precision.
This is a display issue and has nothing to do with tolerances in your model. Zooming in extremely close to an object suffers the same numerical problems that we have when attempting to display geometry that is very far from the origin. I am looking into ways to improve this situation.
I think I can detect this case and perform the accurate display calculations necessary. These calculations are much slower, but when zoomed in at this level you typically don’t have a lot of geometry on the screen to deal with.