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With the unit set to autorange and the dial turned to mA, I get the following reading:

03.32

zero-three-point-three-two

If it read .033 I would deduce 33 mA >>

03.32 is exactly that... approx 3 &1/3 ma.
When you are using the ma scale , it reads in whole numbers , so, 1 ma would read 01.00 ma

SO , your .033 would not be 33 ma . A draw of 33 ma on the ma scale would read 33.00 ma

If you are looking for a parasitic draw , you don't want to be using ma scale , you want to start with 10a scale and then work down to ma scale as needed. That meter is no good on ma scale unless you want to measure 400 ma or less...
330 ma on the 10a scale will read 00.33 A, but if you switch to the ma scale ,the same draw would read 333.00 ma. Don't forget to use the DC dispaly button...

Got it ??