They're not supposed to.
Ref X means to "Home" the X axis, which moves the machine to the X axis home switch, which then zeros the X axis Machine Coordinates.
If you have an X axis offset other than zero, than the X axis DRO will not read zero.
Ref X does nothing with the Y or Z axis, so those DRO's should not show any change.
If you've modified the macro, then I'd need to see your macro.