You are again getting confused, the Auto Zero wil zero the Machine Coords but not the G54, G55 etc. When you home if you press the Machine Coords button your DROs should show all zeros, if they dont that means you have a Home Off distance set. Whether the Home Off distance should be set depends on the position of your Home switches in relation to machine zero.
If you can tell us what kind of machine (Mill, Router etc) and which way the axis moves then we can guide you better.
Hood