99.9% of modern VFDs on the market have output Ground Fault monitoring (residual current method) built-in and would shut down if there was not balanced current in all 3 legs of the output. They need that to protect the transistors.
Ditto on using clamp-ons to read the output of a VFD, the likelihood of you having one capable of accurately doing that are remote, so most of the time anything you read is unreliable because of the output harmonics.
Other possibilities:
1) Someone put a VFD in where it wasn't going to do any good. A Salesman sold them on the "energy savings" concept, without explaining that if you run the thing full speed all the time, it will actually use MORE energy because the VFD is only 97% efficient at best. So unless there is a significant speed turn-down, there may not have been a good energy savings justification to do it. Happens all the time unfortunately.
2) There is a problem in the front-end of the VFD at the bridge rectifier. A high resistance GF there may not be enough to cause the OCPD to clear, but just pumps energy into the ground. That would show up as an imbalance on the input current, but again, be careful of false readings from cheap meters. A Power Quality Analyzer would be a better choice.
3) The VFD's harmonics are causing the utility's meter to go squirrely and record more energy use than you really have. A recording meter would verify this.