That's why a proper mic set comes with standards. The mic could be .050" out, but you set it to the standard and can compensate for it. Check the mic against the smallest standard and the biggest standard that the mic will accept. As long as the thimble reads the same amount off, the mic is reading properly and you can adjust the mic to the proper zero point. I have yet to have a mic that read 'inaccurately', where .001" on the thimble wasn't actually .001" unless its been dropped and it messed up the threads inside. And you'll feel that using it.
Also need to keep in mind about temperature variation. If they are hotter or cooler than the environment you're working in, they're gonna be out until they normalize. One of the power plants I work in has an air conditioned tool crib, and the turbine deck is routinely 10-20C hotter. Makes a big difference.