The problem with pots like that is they're among the cheapest of the cheapest pot designs (and then sold by retailers like Ratshack at despicable mark-up), and tolerances are not good to begin with. Also, at higher (and dare I say it, more typical full-range ohm values, i.e. 500, 1k, 10k, 100k), an ohm or two at the bottom end doesn't really make much difference. If you tear one of those things apart, you might be able to appreciate what an... 'agricultural' approach they take to being a pot, compared to more moderns designs.
That Radioshack page has a "spec" (tho not a datasheet in the traditional sense), but even something like this ( http://www.bitechnologies.com/pdfs/p160.pdf ) doesn't make any claims about how closely it can get to 0-ohms, either.
You could go and waste time taking it back & hoping for the best that another will be better, but GTD says to go with something a little more modern in its construction technique, IF that actually getting closer to 0-ohms is a necessity for your application.