I think the BigDecimal.java best explains this feature.
API say's
Translates a double into a BigDecimal which is the exact decimal
representation of the double's binary floating-point value. The scale
of the returned BigDecimal is the smallest value such that (10scale ×
val) is an integer.
Notes:
The results of this constructor can be somewhat unpredictable. One
might assume that writing new BigDecimal(0.1) in Java creates a
BigDecimal which is exactly equal to 0.1 (an unscaled value of 1, with
a scale of 1), but it is actually equal to
0.1000000000000000055511151231257827021181583404541015625. This is because 0.1 cannot be represented exactly as a double (or, for that
matter, as a binary fraction of any finite length). Thus, the value
that is being passed in to the constructor is not exactly equal to
0.1, appearances notwithstanding.
The String constructor, on the other hand, is perfectly predictable: writing new BigDecimal("0.1") creates a BigDecimal which
is exactly equal to 0.1, as one would expect. Therefore, it is
generally recommended that the String constructor be used in
preference to this one.
When a double must be used as a source for a BigDecimal, note that
this constructor provides an exact conversion