This is because the input impedance for mV measurement is high, typically at a level of GΩ, leading a strong drive capability to the voltage source. On the condition that the test leads are open, the induced voltage generating from ambient electromagnetic wave can easily be detected by the multimeter when performing mA DC or mV AC measurement, thus, it is normal that the displayed value can not be reset. The displayed value can be reset if the test leads are shorted.
