I was trying to annotate a double field with (@Min,@Max) and discovered that it is limited to long values only (compiler simply fails with "possible loss of precision" error)

Also do not see the @Range annotation in the api.

The idea is to let you (or your bean validation provider) write these custom Min / Max / Range proposals.

I was always scared about the risk of rounding errors that could happen if we introduced double in these annotations. What do others think?

I think the validation framework should not care of possible rounding problems. It is the problem of the domain developer who ultimately sets up ranges and cares of possible precision losses.
Also consider input parameters entered manually by human, there is no rounding going on at all in this case.

I noted the point.