Its the cheepo meter they give away there are several part numbers.I'm inclined to say you're mis-using the wallwart, or it's defective. All such devices (in fact, any device that provides power) is designed to provide a regulated voltage within a range, based on an expected load or range of loads. A meter doesn't provide sufficient load.
Likely your 9V wallwart is just fine.
However, what would really be nice is if you told us a model number, or provided a link to this 'meter' you're referring to from HF, so we could look at it, and obtain specifications. It could be that you're completely misusing it.... just a thought.
I'm sure I'm misusing it. It's designed to use a 9 v battery.
Going to try this guy