Lowest setting means lowest setting. I.e. as low as your specific wrench will go. "Zero" has nothing to do with it.

Also, if you get another wrench, pay attention to what it says in the manual. Some models recommend setting it to the lowest setting (like yours). Other models recommend setting it to just a little bit above the lowest setting (!).

In fact, I don't remember ever seeing a torque wrench that would recommend zero setting for storage. Those torque wrenches that go down all the way to zero typically recommend using low, but non-zero (!) setting after use and for long-term storage. I.e. set them to just above the lowest setting.

The popular recommendation to set torque wrenches to zero is usually given by ham-fisted self-proclaimed internet "experts" who learned if from similar kinds of "experts" on the Net.