Because there will always be error indications. If you leave it alone at the start, I see a roughly 1.7% erroneous indication compared to radar reading, which is extremely satisfactory for a pneumatic instrument. (If I could have that kind of precision IRL I'd be extatic. :D )
If you descend without touching it, error diminshes as far as actual numbers go, and you get no disturbing error when nearing the ground. However, if you change it according to the radar reading when up there, and have that same error (which you will have), after descending 4000 feet you'll have a likely error on the indication of 4000x0,017 = 68, which happens to be exactly what you are seeing. The "problem" is that the error you get will be relative to the point where you aligned it. If you set it such that it will be correct on the ground (where it matters since the biggest part of flying is avoiding the ground), you'll have your error indication up in the air - and the further up you go the bigger the error will be in actual numbers (though it'll remain roughly constant as a percentage, I except). However, obviously, this doesn't matter since you'll switch to STD anyway once at altitude.
Now, as for whether there's a bug or something going on - might be. But the error is so small that I'd suspect that removing it would be the unrealistic thing - there's so many things like temperatures, airspeed effects etcetera that can affect a pneumatic altimeter that this looks very good to me. :)