High density means it is less suited for linear operation, because the die is small.
It looks like the designer of the power supply simply trusted the specs in the datasheet, without thinking about if it is plausible.
There is nothing wrong with MOSFETs for linear operation, but you need to understand the limits, and it looks like the Rigol engineers did not.
It is called forward bias safe operating area. It is a local thermal runaway effect, which is the plague of high voltage FETs. Almost none of them handle high temperature, high voltage and high current at the same time. For this 30V-ish region, I think it is safe to assume that this is less likely to happen.
If you see a FET datasheet, where the DC ends with a line at above 100V, assume that DC= something like 100ms.
I dont think this Rigol supply is rated correctly. 30V 3A is 90W dissipated in that FET. It is very on the limit. I did not allow more than 75W in a TO220 package, when it was put on an anodised water cooled heatsink. With a 220, you have best case 0.5K/W thermal resistance junction to case, plus case to sink. With a black anodised heatsink like this, with screw, that is like another 0.5K/W. So the FET is running 90+ degrees above heatsink temperature. Not a safe margin. I bet if Dave would short the output, put it on the sun, the supply would die on its own after a while.
They should just upgrade it with a TO247. That has approximately twice the surface area to the heatsink, and 0.2K/W junction to case for the best devices.
And dont get me started on the lack of output relay.
So this is how many thermal issue in this PSU? Already 3? I guess chinese watts are smaller.