Why are the polarities of my current measurements the opposite of what I expect?

The instrument always assumes that it is measuring a current from its internal source. In this case, a POSITIVE current will flow OUT of its terminals and a NEGATIVE current will flow IN to them. As a result of this convention, a Source Measure Unit (SMU) operating in the "measure current only" mode will measure polarities opposite from what is expected with a typical ammeter. A positive current flowing from your circuit into the SMU will be measured as a negative current and vice versa.