One thing micrometers have over calipers is repeatability as it is much easier to control the amount of pressure on the measuring surfaces with a device that uses a thread to control movement even more so if they have a friction clutch like a mic
For the OP try a little exercise – mount a dial indicator up on your lathe toolpost so it can take a reading of the saddle and compound slide movement , the nib shoud be in contact with the face of the chuck .
Now zero out the indicator and then move the carriage towards the chuck say .100 or 1mm depending in what measuring system you use and zero out again .
Move the carriage back a little then try to move it back into zero – you will find this difficult to do even with a carriage stop as there will always be some difference in the reading from zero .
Next lock the carriage and do the same procedure using the compound slide ( make sure its travel is parralell to the bed of the lathe ) you will find you can easily bring the dial indicator back to the pre set zero .
That is the difference between a straight linear movement and a linear movement controlled by a thread .
A caliper uses straight linear movement and a mic uses a linear movement controlled by a thread which really works a bit like a gear ratio .