Grayscale to RGB Confusion

Hi guys, please try this:
1) new image, grayscale
2) fill (say 96,96,96)
3) image->mode->rgb color
The pixels will be (95,95,95) and (96,96,96) when they should *all* be the same.
It also happens when you paste a black & white image into an RGB document because even though it has three 8-bit channels (by definition not grayscale) Photoshop decides to make it grayscale.
Is there a way to correct this ?
Thanks.

Hi,
My Color Settings are set to Monitor Color, and the Proof Setup is set to Monitor RGB.
I don't see any settings for dithering.
When I say Black & White (as opposed to Grayscale) I mean a 24-bit RGB image that has only gray (R=G=B) pixels. If I paste that into an RGB document I get pixels that are not consistent, if I paste it into a grayscale document the pixels are consistent but become inconsistent when I convert that document to RGB.
What should I do ?
Thanks for trying to help.

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