The thermocouple is a differential sensor, who generate a mv based on the difference of temperature between, Hot junction and the cold junction, the Hot junction is the probe itself.
At room temperature, thermocouple output will be always 0 because hot and cold junction will be at same temperature, then Thot - tcold = 0, and the instrument will show only reading based on the internal cold junction compensation sensor.
Just put a short circuit and the room temperature must be displayed, if not internal sensor is out of calibration or damaged