LEDs in parallel, strange current consumption
There's nothing strange going on here. 

With a 3.3V supply, and a blue LED, there is very little voltage across the 220 ohm resistor(s). 







simulate this circuit &ndash; Schematic created using CircuitLab

Your Fluke meter (when set to measure current) has quite significant internal resistance, which is higher on lower current ranges. This resistance adds to the 220 ohms/n (where n is the number of LEDs), and explains the lower reading on the lower current ranges. There are times when you can ignore the voltage drop of an ammeter (or the loading of a voltmeter) but this is not one of them. 

Another effect is that the output port pin also has some internal resistance (which again adds to the parallel resistors) so you expect the current to drop if you're driving the LEDs with a single port pin.