Haven't had 2005 to monitor in a while, but one thing I do know is that these metrics used to be pulled through WMI using SP_OACREATE procs and scripts.
These were disabled in later versions of DPA because in later versions of SQL Server, these metrics became exposed in DMVs which was much more performant.
Success Center this link discusses which versions things happened. There may be a possibility to enable these, but I would do so with the guidance of support as enabling these WMI calls can actually halt monitoring for that instance as those calls can hang indefinitely. With the next metric poll, DPA will spin up another session and keep doing that until we get to > 10 in which case monitoring will pause.
The only way to clear this up is to stop monitoring in the UI, then clean up any DPA orphaned connections in that instance.