This is because of the way 3-jaw chucks are made. Because they use a spiral plate to move the jaws simultaneously, they are never perfectly concentric to the spindle except for maybe one specific diameter, and the runout changes according to the size bar you have in the chuck. This is why there are adjustable chucks that have set screws around the body of the chuck. it allows it to be trued after the work is clamped. You also pay a premium for that sort of chuck.
Now, this doesn't matter at all as long as you are working with one end of a bar, that is, you aren't going to un chuck it and turn it around to do the other end. The minute you start cutting, the bar becomes "centered and all is good. If you need to work on both ends, you need to either work between centers, use a collet chuck, or use a 4-jaw chuck.