Thanks for a good question!
Here in the Netherlands, only one type of rounding is taught in school. The type that Wikipedia calls "away from zero" - you only check the first digit to be discarded, for 0-4 (truncate), or 5-9 (add one to previous digit).
I was aware of "bankers rounding" (or "round to even") through questions in forums and usenet. But until I followed the Wikipedia link in the documentation, I did not klnow that there are so many other ways of rounding.
Thanks!
(BTW, did you also file a documentation bug because the SQL Server documentation doesn't specify its tie-breaking rule?)