“However, you all completely missed my comments…”
No, several posters have told you how to set the current limit as I did in post #8 and the quote from your power supply manual in post #7 clearly describes. The output voltage is ‘potential’ and can be displayed and adjusted with no load but the current output is only non-zero if there is a load, either your load, or a short across the output terminals that is described as the way to set the current limit for your supply. Without a load, or a short to allow you to set the limit, you can turn the current knob from one limit to the other and there will be absolutely no change in the current display because there is no load. Some supplies like this will go from CV to CC without a load if the current adjust knob is set to zero but this will only show that the auto crossover works at zero and isn’t of much practical use. The power supply described above with a 3-position load switch that internally shorts the output does the same as externally shorting the leads.
Some higher end power supplies have the ability to set the current limit without shorting leads but your power supply doesn’t appear to have that feature built in. Here is a photo of a supply I have that can set overcurrent and/or overvoltage limits without a load. Unless you buy a power supply with the feature I described built in, or an output shorting switch, the next supply you get won’t work any differently.