I too found that calibrating with the filter knobs at zero gave the best results. I also tried clearing the calibration and even initializing it, no messages on screen to say anything happened when taking the option though.
The filter isn't quite closed but I believe it's as good as it is gonna get, can live with it. No need to return main boards for this one folks (returning the one I got today).
Some speculation (for what it's worth):
Maybe the calibration routine affects only the pot range when it compensates for component differences in the filter circuitry. So rather than compensating for all modulation sources it may just add an offset to the cut-off pot's range. That offset then buggers up the overall range available to control from that pot. Since the filter's control CV is generated entirely by software this suggests a problem in the calibration coding. This may explain why, despite an apparent range of greater than 7-bit (0-127), the actual filter movement (for both VCFs) is not spread over the knob's full range of travel. Anyway, hey ho, back to making music.