you aren't getting 0%THD, what is the vertical scaling of the graph? you need to convert db to percent. it needs to be log scale, 10db/cm to get a more readable display. you also need to change the frequency scaling so you can see the harmonics of your fundamental. the second harmonic is there, but buried in the noise, your third, fourth, fifth, etc... harmonics aren't visible because you used a narrow frequency span.
next time you take a pic of the spectrum analyzer display, turn off the flash.