Hi Jeanie,
Macro lenses f/stops are rated at infinity, but with the extra close focusing design of them, what you're seeing is it's "effective f-number" when focused in.
With older designs it's easy to see, since the lens actually expands during focusing. Newer designed lenses react the same due to distance between elements. Think similar to adding a set of extension tubes, as the lens distance from sensor increases you lose light. Some settings read f/stop via the lenses electronic coupling (f/stop is constant), others read light from sensor plane showing the actual f/stop instead. This can vary greatly between bodies, and lenses from various manufactures.
There's another discussion you might like to read, concerning similar things with macro lenses & tubes here:
http://forum.pbase.com/viewtopic.php?f=18&t=38642