Pretty much *everything* about binary floats is surprising to people
who expect decimal semantics. Unless we're going to make Decimal the
default floating point type, and shift binary floats to a module, I
don't see any way around that, and a particularly don't see any reason
to single round() out as more confusing than any of the other float
gotchas.
Speaking from my experience on the tutor@ and python-list@python.org
mailing lists, I believe that problems with round are vanishingly rare,
probably an order of magnitude fewer than "why doesn't Python add my
two floats correctly?" type questions.