When in any running mode it is using METS, which are based on pace, not on HR, so you are getting the calories assuming you are running and since you weren't moving there are no calories. On the MultiSport your only option to capture calories based on HR is in Freestyle but if you have no GPS signal you will not be able to start the workout. An easy workaround to the need for GPS is to start the activity outdoors (or where you can get signal like by a window), pause it, go indoors and restart it. It will start looking for GPS but will continue to track HR and calorie consumption accurately in the meanwhile. If you cannot get GPS you can use Treadmill mode which will give you distance (based on accelerometer, may not be accurate depending on your activity) and HR, but calorie consumption will be wrong as it will be based on running as discussed earlier. You can take the average HR and plug it into an online calculator to get calorie consumption.
I hope this helped answer your question. If so, please mark it as a solution so others can look for it if they have the same question.