Why can't a multimeter measure its own current and voltage?

Well I finally obtained another multimeter, so now I have a Mastech MS8226T and a Ben Electronic M92A. I decided to measure at which voltages would the low battery warning appear and how much current each of them consumes.

So here's my setup: Power supply->M92A->9V plug->MS8226T->other end of the 9V plug->power supply.

I used M92A to measure current and wanted to use MS8226T to measure voltage. Unfortunately, I couldn't measure the supply's voltage using MS8226T. I always got 0 V. When I swithched the meters, M92A would show voltage out of range for every scale.

So I decided to use the powered on meter to measure current and the second meter to measure voltage. I got zero as result on both meters, when I wanted to use them to measure their own curent consumption.

Why is that so?

EDIT Here are the schematics.
On this image, XMM1 is the meter measuring current and it is powered by its battery. Meter XMM2 is powered by the power supply V1. I used R1 as the meter's power plug. When I use MS8226T as XMM2 in such a set-up, I get zero volts on the supply. When I use the M92A, I get out of range on all ranges. The XMM1 meter shows expected values.

On this image meter XMM1 is powered by its internal battery, is measuring voltage and shows expected values. Meter XMM2 is measuring current and reads zero. I'm using resistor R1 instead of meter's power plug here.

Answer

It's because of the circuit used inside of the multimeter to create a virtual ground at approximately Vbat - 6.2V, or about 2.8V for a 9V battery; this basically means the COM terminal on the meter is at 2.8V relative to battery ground and readings will be offset by this.

I tried with another meter to measure its 9V battery - it read 6.08V, which is very close to the predicted 2.8V drop.