You should always inform us of what version of RDBMS you're using because some functions are available in versions that others are not. It's just good to know up front.
Neither engine is producing a "wrong" result. I was thinking that maybe the CONVERT() function, available in both MS SQL and MySQL 5.0+, would work about the same in both engines; but they're not 'standards,' per se. On the other hand, I believe the CAST() function is an ANSI/ISO standard, and is available in both SQL Server and MySQL 5.0+. CAST() is used to convert a field data type into another data type. So, theoretically, if you converted the integer to a decimal data type, then you'd have complete control over how the results are returned.