In fact it didn't jump to 0%. It is set to 0.1%. Click the value and you'll see it's set to 0.1%.
The problem is that opacity means alpha. Alpha is one of the four channels that are R, G, B and Alpha.
You can't display colors (or alpha) with this accuracy. You are limited to 8 bits per channels.
Possible values are zero and multiples of 1/255 = 0.39%.
When using percentage you have minimum possible value of 0%. Next possible value is 0.39% and so on.
When you set the value to something between 0% and 0.39% the closer possible value will be chosen.
It means that if you set opacity to 0.1% - it'll be "rounded" to 0%. If you set it to 0.2% - it'll be rounded to 0.39%.