Here's a heading with 0.04 lines space above and it's pretty ugly:
And now let's see what happens if we increase the space above to 0.05 lines:
That's better. But it's clearly not really listening to my instruction to just increase the space above by a little bit.
The problem is that when typesetting on a baseline grid, it is important that the main body text lines stay on the grid. So what TeX does is to allow the headings (including \r, in fact anything of text type section) to go off grid, but it then bundles all the adjacent paragraphs of type section into a 'headings box', then it calculates how much extra space it needs to put above the box so that the next line after the box is back on the grid. This is why the space above setting (or any setting) can cause there to suddenly be an extra line of space above the heading. And just to be really clever it also works out how much space needs to go above the headings at the top of the column where the space above is ignored, to get the first text line after to be on the grid.
So it's not that we don't have control over headings and their spacing but that heading boxes snap up to an integral number of grid lines in height.
Feel free to respond to the question so that we can help people understand this better and feel more in control.