As a computer type person I'd like them to keep 250 bands and go with [-125,124], [125,374], but I guess the real world gets in the way.

If they could do that, they should "coincidentally" define their bands to be centred around the actual value.

"We can't say we received 84 requests this year. We can only tell you it was in the band [-166, 84]"...

What if I created a band containing 0 and some urealistically high numbers? For example what if my band would include [0,1M-1M+248]. Everyone knows that 1M+ is unrealistic, so...

I believe the judge would say something that translates roughly to "don't be a wiseass". That, and the guidelines in the above-linked pdf specify bands of either 0-999 or 0-249.