OK,
I just saw Hadley's authoritative statement.
The problem in fact occurred because I had a chain which in the end converted the result to a matrix
and the matrix did not habve rownames.
The underlying reason is:
I can apply the round function to a dataframe with only numeric variables.
If the dataframe contains character variables (playing the role of rownames)
applying the round function fails.
If the dataframe had rownames, I would not need
to use a character variable and therefore could
apply the round function.
Converting to a matrix also would imply that I add the rownames manually
since I cannot get the from the dataframe.