As all other electrical conductors, this too has a resistance which is connected in series with the sensor element.
The two resistances thus add leading to a temperature indication which is systematically higher.
This is reflected in the calibration value but it is omitted from consideration that during use the electrical resistance of the lead also varies due to external temperature influences.
If the thermometer to be calibrated is provided with a lead, the user must allow for additional measurement deviations which depend on the temperature of the lead.