Thanks for the schematic... Nice supply. I like it. I took a long look at the schematic, it's well drawn and lots of voltages marked on there at no load and at 200mA load, for both AC, DC voltages. It's well done.. They don't make schematics like that anymore.
Coupled with the detailed operating description in the owners manual, I can see this is a normal operation. They even mention that they slightly drive the pass transistor in order to prevent non-linearities at low voltages.
So the rise to 5mA @ 400V that you report and the other owner reports is normal for this supply, but even still, they could have done it differently and prevented that current draw at higher voltages.
If you look on the schematic you will see R30 is a 100K, 2W resistor directly across the output B- and B+ (it is drawn from B- to the circuit ground, but this supply regulates the B- voltage, and B+ is the circuit ground)
And I said, based on your previous description, that there is about 80k leakage resistance somewhere. It's not leakage, it's by design, and it's R30, which should give about 4mA or so at 400V. It may be off slightly, or the meter is off and reading high so you see 5mA.