Not that I am aware of. The MSYS statement is what a cl post uses to understand the relationship of the MCS to the Absolute (as I recall.)
The CLS output is in MCS coordinates. Perhaps it is using a different MCS than you expect?
If you list the path, are the numbers what you expect?
In the geometry view, look at the parent NCS of the operation. In the MCS details, is Purpose = Local and Special Output = None?
I seems Mark is right - I just used iso cl and it seems to be in perspective of owning mcs. I think I had to figure in MSYS for some reason years ago when we were using NX7.5 with (I think) the out of the box cl generator - but maybe I am mistaken.
Remember that the default MCS at the root of the geometry view is absolute. So for example, if your MCS special output is set to "Use Main MCS", the local MCS will be ignored, and the system will look up the tree for a main MCS, and end up using absolute.