User defined table in Entity Framework generating incorrect query

Honestly, I have not the same problem as you:

This is my Profiler Log :

declare @p3 dbo.someUDT
insert into @p3 values(NULL,0.05)
insert into @p3 values(0.05,0.10)
insert into @p3 values(NULL,0.01)
insert into @p3 values(0.01,0.02)

exec sp_executesql N'Select * from @AName',N'@AName [dbo].[someUDT] READONLY',@AName=@p3

I tried EntityFramework version 6.2.0 & 6.3.0 & 6.4.0 and none of these shows the problem :

DataTable dataTable = new DataTable();
dataTable.Columns.Add("value1", typeof(decimal));
dataTable.Columns.Add("value2", typeof(decimal));

dataTable.Rows.Add(null, 0.05);
dataTable.Rows.Add(0.05M, 0.1M);
dataTable.Rows.Add(null, 0.01);
dataTable.Rows.Add(0.01, 0.02);
List<SqlParameter> Parameters = new List<SqlParameter>();

Parameters.Add(new SqlParameter("@AName", SqlDbType.Structured) { Value = dataTable, TypeName = "dbo.someUDT" });

var dbContext = new test01Entities();
dbContext.Database.ExecuteSqlCommand("Select * from @AName", Parameters.ToArray());

Also, I test the ADO.NET and have same result:

SqlConnection cn = new SqlConnection("Data Source=(local);Initial Catalog=Test01;Integrated Security=true;");
using (var cmd = new SqlCommand("[foo]", cn))
{
    cmd.CommandType = CommandType.StoredProcedure;
    cn.Open();
    cmd.Parameters.AddWithValue("@param1", 0.02);
    cmd.Parameters.AddWithValue("@param2", 0.020);
    cmd.ExecuteNonQuery();
}

I am using Visual Studio 2017, .NET Framework 4.6.1 and Microsoft SQL Server Enterprise (64-bit)

It's a weird Sql Profiler artifact. The values are transferred correctly. I can demonstrate that by creating a database with your user-defined type and one little table:

CREATE TABLE [dbo].[Values](
    [Id] [int] IDENTITY(1,1) NOT NULL,
    [Value] [decimal](16, 5) NOT NULL,
 CONSTRAINT [PK_Values] PRIMARY KEY CLUSTERED ([Id] ASC) ON [PRIMARY]
GO

And inserting a couple of values:

Id          Value
----------- ---------------------------------------
1           10.00000
2           1.00000
3           0.10000
4           0.01000

Then I run your code, slightly adapted:

DataTable dataTable = new DataTable();
dataTable.Columns.Add("value1", typeof(decimal));
dataTable.Columns.Add("value2", typeof(decimal));

dataTable.Rows.Add(0.001m, 0.03m);
List<SqlParameter> Parameters = new List<SqlParameter>();

Parameters.Add(new SqlParameter("@AName", SqlDbType.Structured) { Value = dataTable, TypeName = "dbo.someUDT" });

using(var context = new MyContext(connStr))
{
    var query = "Select v.Id from dbo.[Values] v, @AName a "
        + " where v.Value BETWEEN a.value1 AND a.value2";
    var result = context.Database.SqlQuery<int>(query, Parameters.ToArray());
}

(MyContex is just a class inheriting from DbContext and nothing else)

There is only one value between 0.001m and 0.03m and that's exactly what the query returns: 4.

However, Sql Server profiler logs this:

declare @p3 dbo.someUDT
insert into @p3 values(1,3) -- See here: the log is warped

exec sp_executesql N'Select v.Value from dbo.[Values] v, @AName a  where v.Value BETWEEN a.value1 AND a.value2',N'@AName [dbo].[someUDT] READONLY',@AName=@p3

And in SSMS that returns record #2.

I think it has to do with regional settings and decimal separators getting mixed up with decimal group separators somewhere in the logging.