I just came across your post as I have the same problem after upgrading the stereo. I found this in the manual that might explain why we can't get the compass to calibrate:
"If the vehicle is equipped with a Chrysler
UconnectTM gps (Navigation Radio), the NAV system will
provide the compass direction, and the variance and
calibration menus will be unavailable. The compass will
perform accurately, based on GPS signals instead of the
Earth’s magnetic field."
So I think that there is a circuit somewhere in the stereo system that prevents the compass to work correctly. The radio I installed is the Chrysler 6 CD changer with UConnect.
What stereo do you have? Maybe that solves the mystery?