Remember that each voltage is switched in by individual, discrete resistors. There are a million places where that error could come from. If the error is linear with the set voltage, it's a calibration error, just adjust the trimpot (you're supposed to do it at 20.000V). Let both the PSU and the voltmeter you're checking it with warm up (fully turned on, not just standby) for a long time before you do this. If if's not, you'll have to track down which resistor it's from. I too suspect the +10V switch - if you get the same 20mV error going from 10 to 20 and from 0 to 10, check that. Otherwise, open it up and start probing resistors (for each one, you'll have to find a knob position that gets it out of the circuit). I suggest adjusting them by adding a small series resistor or large parallel resistor. The ones that are in there are already quite aged and should not drift too much more, and it's probably best to take advantage of that. Adjust the resistance according to output voltage, not to what the resistor is marked with.