I'll concede that water is not nearly as critical to measure carefully for safety, since water doesn't affect whether a soap is lye heavy or not. But Steve makes a good point about the max NaOH concentration.
Also, the change of just a percent or two in lye concentration can change how your recipe performs -- whether it gels easier or not so easily, how fast or slow the recipe traces, etc. Looking at my current favorite recipe and translating from grams to ounces, the recipe calls for 16.7 oz of water. If I rounded that down to 16 oz, the lye concentration would increase by 1%. Whether that's significant or not depends on the soaper's point of view. For me, that's a definite change.
I use an elderly but still useful lab scale that weighs to 0.01 grams. While I don't get that finicky for soap making, I do weigh soap ingredients to whole grams like Irish Lass, Steve, and The Gent. I figure there is enough unknown error in a soap recipe due to estimates for lye purity, sap value, etc. I don't need to add to the error by rounding any deeper than that.