So I went ahead and did a full calibration even with the strange behavior on step 4 (page 241).
Some closure:
The manual says it should show "READ1 14.0000 V" but as I said it was showing around 14.45XXVDC on both the DMM and 2306 read back.
What I did was ignore the procedure value and use the arrows on the front panel to set the 2306 read back to match the DMM reading (only off by a couple of low digits).
The next step "READ2 14.0000 V" both DMM and 2306 read-back where very close to the stated value (13.9998 on the DMM) so I matched the 2306 read-back to the DMM value.
I saw similar behavior on channel 2 calibration and did the same as channel 1.
After I finished I went back through the performance verification (page 222) and everything looked good.
I don't know why there is a difference between the calibration procedure and the actual behavior of the system but apparently it did not impact the final result.
-rastro