Linear power supply with constant current capabilities must have a current sense resistor anyway for the purpose of current regulation.
And they of course take great care during design so that sense resistor have minimum effect on the regulated output.
So why not do the thing from the ground up, and have precision current measuring from it, instead of relying on external measuring devices, which is more error prone and requires care to obtain precise measuring.
Of course, this is may be more costly. And I fully understand that people having a PSU without precision current measurement but a 6.5 or 5.5 digit bench DMM, don't want to buy an extra PSU, and would prefer to make the most of the (costly) equipment they already own.