Setting the desired amount of decimal precision in GML Export results can be accomplished with a GDI key-in. For example, to set the precision to three places, use:
gdi export storage=gmlstorage PrecisionFormat=F3 file=C:\temp\ThreeDigit.gml
More parameters are available on the MSDN website: https://msdn.microsoft.com/en-us/library/dwhawy9k(v=vs.110).aspx
Other arguments for the PrecisionFormat string include:
PrecisionFormat=F0
PrecisionFormat=F1
PrecisionFormat=F2
PrecisionFormat=F3
PrecisionFormat=F4
PrecisionFormat=F5