If you place them by hand the magnets are off by a little bit. You could use applescript to place them exactly.
The coordinately system places the object center at 0,0 and scales the object to a size of 1.
Code:
-- select an objects to add magnets to in omnigraffle
-- these are examples lists of points for each edge of an object
-- the two corners and the middle each get a magnet
set left_edge to {{-0.5, -0.5}, {-0.5, 0}, {-0.5, 0.5}}
set right_edge to {{0.5, -0.5}, {0.5, 0}, {0.5, 0.5}}
set bottom_edge to {{-0.5, 0.5}, {0, 0.5}, {0.5, 0.5}}
set top_edge to {{-0.5, -0.5}, {0, -0.5}, {0.5, -0.5}}
tell front window of application "OmniGraffle Professional"
-- this will add magnets to all selected objects
set objects to selection
repeat with obj in objects
set magnets of obj to left_edge
end repeat
end tell