Getting sensible measurements of current with the sort of pulsed waveforms you find around VFDs and stepper motors is not a simple matter. Many meters are designed to work with either fixed DC or purely sinusoidal AC and will give missleading results with anything else. Have a look at the spec for your VFD and exactly what the displayed current is meant to represent. As long as the numbers are in spec for the device and nothing is getting uncomfortably hot I would suggest not loosing too much sleep over the exact readings and how they relate to each other.

Kit