It does mean that the result is different from what was intended by the calibration software though. It indicates that it was not able to accurately reach the calibration targets. Which is probably not a big deal from a user point of view, but still.
It simply says that the measured data and reference data are not the same based on this instrument. But that doesn't tell you that the resulting data is correct or not nor does it tell you what was measured was accurate or not. It's just different but not necessary wrong.
If the instrument is off a deltaE of 2 due to its inability to measure dark tones on the display, the resulting deltaE the software provides can't know this (because the instrument used to provide the deltaE can't "see" or measure these dark tones.
If I have a 12 inch measuring stick that is inaccurate by half an inch, using it to re-measure something doesn't tell me very much. If I use a reference grade tape measure that is accurate to 1/1000th of an inch and it tells me I'm off a certain amount, that's useful info.
And what's the accuracy of multiple measurements of a device that's off half an inch? IOW, if one time it tells me I measured 12 inches but the next time it said the same unit measured was 12.3 inches, what am I to make of this delta?