SQL Server only stores time to approximately 1/300th of a second. These always fall on the 0, 3 and 7 milliseconds. E.g. counting up from 0 in the smallest increment:
If you need that millisecond accuracy, there’s no pleasant way around it. The best options I’ve seen are to store the value in custom number fields and rebuild it every time you fetch the value, or to store it as a string of a known format. You can then (optionally) store an ‘approximate’ date in the native date type for the sake of speed, but it introduces a conceptual complexity that often isn’t wanted.