I have no problem setting dimensions to 0 with macros.
How are you changing the dimensions?
I'm not sure how you are setting the dimension but if you want to do it with VBA than you can do something like this:
Dim swApp As Object
Dim Part As Object
Dim ModDimension As Object
Set swApp = Application.SldWorks
Set Part = swApp.ActiveDoc
Set ModDimension = Part.Parameter("D5@Sketch2")
ModDimension.SystemValue = 0
Thanks for the suggestion Piotr.
In the mean time a service request has been created by my SW supplier. There are actually a few other people who complained about this and so there is reference of a bug report – SPR-628564 on the SolidWorks Knowledge base.