Simply put, this is showing an issue with the 121GW auto ranging. I am not the first to discover an issue with the auto range, Joe Smith discovered an auto range issue with the voltage during his review of the meter.
Joe's Video:
   • EEVBLOG/UEI 121GW  Part 3,  Voltage, ...  
I happen to see this same behavior when measuring AC low current mA.
This happened originally on firmware 2.02 (publicly available) and I have also tried firmware 2.04 found posted in the forums, the new firmware didn't address the issue.