This is because there will be a slight price difference between the Close price observed for the last candle in the 3 or 5 or 15 min timeframe and the Close price of the 1 day candle. You can verify this from the chart as well
When you use MTF Daily with a 5min timeframe, the 5min data is used to calculate the Daily values, so if the Close of last candle in 5 min timeframe is 14003.70, the Daily candle is computed by MTF will have Close as 14003.70. MTF does not use another timeframe data.
Using a Daily timeframe data with a 5min timeframe will create look-ahead bias because if I run a scan saying Nth Candle(Close, 72,5 min) higher than MTF(Day, Close(0))
The Nth Candle(Close, 72,5 min) will form at 3:20 PM but Close(0) for daily timeframe will form at 3:30 PM since that is when the market closes and we see a Close of the daily candle.
Hope this helps.
Now if the Close of the last 5 min is the same as the Close of the Daily candle, the result will match.