The port can show 0.005, 0.006, 0.007 depending on the load, so it's not about resolution. To make matters worse, what is displayed depends on the voltage set. At 5V the current still fluctuates between 0 and 0.005A, while at e.g. 20V it is permanently 0.005A. However, when you wait a few minutes or more, the value fluctuates between 0.005 and 0.000, pointing often to 0.000, and finally stops at 0.000. Polski
But when you then turn the power off and on again, those few milliamps will show up on the display again without any load connected.
Unfortunately, it is not possible to calibrate the power supply (at least without intervening inside the device).