I suspect that you didn't calibrate the thermocouple but that you calibrated a thermocouple transmitter, because there is no such thing as a live zero for a thermocouple by itself.
A 4-20mA signal from a temperature transmitter has a 'live zero', where the 'zero' (whether the value is 0 or something else) is 4.0mA. The importance is that any fault that creates 0.0mA, like a broken wire or failed power supply can be detected as a fault by the analog input's receiver device, rather than as a valid reading of 0.0.
When the range is zero to something, this is especially important because the process variable might well be something other than zero.
Transmitters that output 0-5V or 0-10V do not have a live zero.